I don't ever carry anything on my person but it definitely feels nice to have a my auto combat 12 gauge there next to my air mattress in my tent at night. I don't keep it loaded (carrying guns with you and/or keeping them loaded strike me as creating more potential problems than they solve), but keep some three inch mag slugs and some lighter 00 buck loads in the side saddle and the stock shell holder for quick access. The lighter loads are in case I need to shoot through the tent (when I can't be sure about my background).
I am usually out camping in very remote areas, and I don't ever find myself doubting my decision to bring it one bit. But even when I was in a more "populated" camping area last spring, we ended up with a ton of critters running around our tent, and, in the morning, had a visit from a mountain lion. I don't ever expect to have to use it, but when you are miles and miles from any help and there is just a thin layer of plastic between you and any two or four legged predators, it is nice to have some piece of mind.