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If I had a gun with significant historical or sentimental value, that might be something I wouldn't carry.

Aside from that, I firmly believe in carrying a quality firearm that I can depend on and know will function properly should I ever need to use it. I carry a Kimber CDP II Custom most of the time. I know Kimbers get a bad rap here and there but it's always performed very well and is comfortable to carry, even being a full size 1911. While the gun is definitely on the high of my budget, the confidence I have in it working properly, as well as my ability to shoot accurately, when I need it is worth a heck of a lot more than the $1200 I paid for it.