The police in my area once took 45 minutes to respond to what turned out to be a false alarm at my house. I think I'll keep my SIG. The police aren't able to prevent crimes from happening. The only (sane) alternative is to arm yourself for protection.
By the way, you've got good taste by having a Sig. I'm addicted to them :-)
I'll have you know that I bought my gun the one way you're not supposed to - without every firing one. I just liked the way it felt in my hand - heavy, solid, substantial. I figured that if I was going to hold the power and responsibility of life and death in my hand, it better darn well feel like it. Nothing else felt so weighty. Then I heard that it was Dana Scully's gun...
Right afterwards, I signed myself up for a gun safety class, and had the chance to fire a shotgun, rifle and revolver. Ugh. Had I done that first, I never would have bought one. I've fired other semi's since, but NOTHING can compare to my SIG. I just naturally gravitated to my most perfect gun.