You bet I do (and almost every shooter I know as well)! It's an unfortunate reality that it is *possible* that your firearms could be the target of a criminal, with only you being in the way. It would be foolish to not be alert to the possibility, especially when simply keeping a firearm ready to go just in case will go such a long way towards helping to keep you safe. We just have to accept that we need to be alert and that we may need to defend ourselves and our firearms from attack/robbery.
I comply with range rules, but there is at least one place locally where I won't go because of this kind of issue. Here in central Florida, about a year ago there was a group of thugs who specifically targeted people shooting at local ranges.
"Robbers target shooters" They would follow them home, in one case over 20 miles away, and then stage a SWAT-style armed robbery on their victim as soon as he pulled into the driveway. Like 4 armed thugs swoop in behind you, block you in your driveway, and suddenly you're looking down the barrels of 4 guns drawn on you. They got away with several of these, and , it could easily happen again.
Since this is a clear case of an ounce of being prepared being worth a pound of "cure", and it's easy to do, since these local incidents I
- like you, I keep a CCW ready, or keep at least one firearm with loaded magazine(s) ready to go. But don't stop there.
-always leave the range with at least one firearm ready to go, don't EVER shoot all the ammo I came with
-when I go to my club range (rural) which allows long guns, I try to bring at least one suitable long gun and keep it with me (not in the trunk), especially on the trip back. This is one of the types of situations in mind for which people pack a "truck gun" or a "trunk gun". You need to be aware of local laws, since this may not be legal in all places. My understanding of my locality law is that loaded long guns are not ok, even with CWP. But, nothing says I can't have an unloaded long gun with one or two magazines nearby, plus my CCW.
-I'm much more attentive, especially on the return trip home. Anyone possibly following me? If so, I don't care if it looks paranoid, I take a detour, do a couple of turns, and make sure I'm not being followed to my house.
-As soon as I get near the house, I open the garage door with the clicker, drive in, and shut the garage door as soon as I'm in, watching the rearview mirror.
Of course this hasn't been necessary, strictly speaking, since no one's tried to rob me, yet. But I feel much more prepared and ready now that I've developed these habits that don't cost anything and don't hurt anything/anyone.