I usually try to lead them down the path where their reasoning (or lack thereof) leads them. (so, only cops should have guns huh? and why is that? they are civilians too? did you know they have no duty to protect you personally?)

or (and more likely) I get mad and say stuff like "well, don't call me when the bastids are knocking on your door.

in response to the 2nd question (loaded gun) I always reply with "well, there ain't much more useless than an unloaded gun"

And seriously, if people object "well I would never come over to your house"
It's a fine, please don't.
life is too short to waste on i want to feel good everyone gets a ribbon liberal zombies. I just move on and don't bother with them. They can't be convinced unless you can take them out shooting, then they magically come over to your side.