Taking a gun to the door is wise. It's what happens next that makes all the difference. A lot of things can bring a knock on the door late at night. Some are threats and some are real emergencies requiring assistance.
One night my wife and I heard a car hit a tree outside. We actually ran out into the night and found a young couple needing help. They were not hurt and it turned out I knew the girl's father. We gave them a ride home.