depends on the kind of gun, if it's something I can modify to make it nigh untraceable... including rechambering it, and modifying it... I'd pick it up and take it home... and dink around with it till I franken'd it enough to satisfy my needs, and roll with it concealed...
People don't fuck with me anyway, unlikely that I'd hafta pop a cap in some fucker for steppin to me eh

, usually all that happens when someone gets in my grill, I beat the sucker down with no weapons... if they pull a knife they swallow the damn thing... but I have a reputation for not needing a weapon to be a dangerous bastard... so it's not hard to stay unmolested, hell almost all the gangers no matter what colours they bear respect me because of how I am, I got no beef with any of them, they don't fuck with me, it's all good...
But, if it was something I couldn't toy with and rebuild, I'd leave it there... no point in it otherwise... I mean I could always just pull the thing apart and make some modifications to it's firing mechanism and rig it up inside something inconspicuous, briefcase-gun anyone?