We usually think of a policeman coming to the aid of a citizen, not the other way around. Yet the police cannot be everywhere, and they can get overwhelmed by the seriousness of a situation. At that point, citizens who can take care of themselves can prove invaluable.
This ties in well with the desirability of the armed citizen. While the Second Amendment has several applications, the idea that the people have the right to keep and bear arms can be a powerful tool in the prevention of crime. What liberal gun-haters cannot get through their heads is that the dangers that exist in this world will not go away with legislation, but demand citizens who can act.
A recent case in Arizona makes this point well. More on page two.