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Having a medical kit close by is a good idea, but gets into the question of "How much stuff that I may never use am I willing to tote around?" Having said that, I think a medical kit is more likely to be used than a gun, so having one makes some sense. The best first investment in a medical kit is to get some basic life support (first aid) training. Then you have some understanding of what needs to be done, what is possible, and what tools are available.

To make your medical kit effective and no larger than it has to be, I think you need to consider the scenario and environment you are going to encounter. If you live in an area that has good cell phone coverage and an ambulance response of 15 minutes or less, and you can't routinely carry large amounts of stuff (say that you are required to wear business attire) that is one case. If you are a hunter that goes outside of normal human contact range, has to carry everything on your back, and in an area with no road access, that's a different scenario. If you are an infantryman who works in teams, has Medevac within one hour, and has a medic as part of the team -- and faces bullets, explosives, and so forth, your needs and possibilities are different yet. If you are the medic on that team...

For me: what I carry on my body is the first scenario. I am seldom out of cell phone range, and I know the first medical responder and ambulance response is in the areas I generally travel is within 15 minutes. I carry on my body enough knowledge and tools to 1) call for help 2) deal with one or maybe two severe bleeding wounds (myself or others), 3) deal with someone who has stopped breathing, 4) deal with someone who has no pulse. ( 3 and 4 often run together, of course).

To me that means I have training as an EMT-B, a cell phone, a knife, a purpose-built tourniquet that I can use with one hand (Combat Application Tourniquet, a large bandana (good for being a dressing or bandage), a carabiner holding a key ring (this and the bandana make second tourniquet), a Microshield CPR mask, and a couple pairs of nitrile exam gloves. If I can fit it in, I will also carry an Israeli Battle Dressing or two (bullets often make two holes), and as much gauze and tape as I can tote in a pocket. I have a bag in my vehicle that has a lot more dressings and bandages and tape. Several of those things that I carry I was carrying anyway, so it doesn't add any weight or volume.

You don't need to go through an EMT course to get enough knowledge to do immediate trauma first aid, there are other courses, but if you haven't already done so, get some first aid training. Then think about where you are likely to use it, what it is possible to carry on you and what you could have in your car or desk, and then gather the parts.