Most of the time, I just grin and let them take it from there. It will tell you a lot about your friends. I am a friendly and reasonable guy. If who I am and how I act isn't witness enough for someone who has known me for a long enough time, then nothing I can say is going to influence their opinion about the morality of carrying a gun.
That said, I think of myself as an ambassador for the 2nd Amendment, and if they want to have the discussion, I am willing. Let me preface by saying that almost all of these conversations have taken place within the context of church, simply because that is where
most of the conversations I have about the important things in life take place. I don't have any
particular tactic, because my response is going to depend upon what I know about that individual, but one thing I do if the other person is a woman is to talk about how dangerous the world is for women specifically, about their being the last line of defense for their children, how degraded society has become, how long the Grapevine PD average response time of 5 minutes (which isn't that bad) really is if you stand there and look at your watch and imagine how many bad things could happen in that time. I talk about how I have made it one of my missions in life to empower women by helping them learn how to safely handle and shoot a firearm to defend themselves. I tell them that I am an NRA Certified Basic Pistol instructor and that most of my students have been women (that usually leads to their asking if I can teach them the CHL class too, which I can't do yet.....I'm going to have to fix that).
Sometimes they will bring up whether or not carrying a gun is compatible with having trust in God. I cover that. I ask them to look up Luke 22:35-38.....
35 And he said to them, “When I sent you out with no moneybag or knapsack or sandals, did you lack anything?” They said, “Nothing.” 36 He said to them, “But now let the one who has a moneybag take it, and likewise a knapsack. And let the one who has no sword sell his cloak and buy one. 37 For I tell you that this Scripture must be fulfilled in me: ‘And he was numbered with the transgressors.’ For what is written about me has its fulfillment.” 38 And they said, “Look, Lord, here are two swords.” And he said to them, “It is enough.”
I tell them that I
do trust that God will protect me, but that in doing so, he may call on
me to be the agent of either my protection
or someone else's protection, and that just as I should be armed with the knowledge of scripture to be able to confront iniquity and defend myself against it, I should also be armed with a firearm to be equipped to defend myself or those I love against physical danger. To the question "yes, but in
CHURCH??" I answer, "you are all my family and I love you. Why would I not want to be able to act if called upon, heaven forbid something should happen?" I remind them of the Wedgwood Baptist Church shooting in Fort Worth.
My secret weapon with other women, particularly at church, is my wife. Most of the ladies I've had these conversations with also know my wife. They all like her, and some of them admire her a lot (I am blessed with a Proverbs 31:10-31 wife). When they find out that this lady that they like and admire has carried a gun every minute they've ever spent with her, THAT really opens up their eyes. It gets them to see the possible, and to understand that a woman like my wife wouldn't carry a gun if there was something wrong with it.
As for their perceptions of me, it will always eventually lead to the question, "Are you carrying one right
now!" I'll just say yes, and they invariably start trying to locate it with their eyes. Since I am a worship leader and spend a lot of time on stage, it's kind of amusing that nobody ever notices it. Of course, I dress to ensure that doesn't happen.
Of course, it helps that I am having these conversations in a generally conservative state, in a conservative town, and primarily in the environment of a conservative church family. And its not like I've had hundreds of them. Let's say it is on the order of maybe 20 different people.
“Hard times create strong men. Strong men create good times. Good times create weak men. And, weak men create hard times.”
― G. Michael Hopf, "Those Who Remain"
#TINVOWOOT
Didn't I tell you? 
I've been carrying every time you've seen me. 
