Chances are you won't need to use whatever you carry, BUT, in the event that you DO need it...what will you be thinking if it happens when you left you "shield" at home because your attire for the day wouldnt accomodate it...or the weight would bother you...or any one of a host of reason)?
The point is....when you need it - YOU DON'T HAVE A GUN(on you).
I would get the Bodyguard. That way you have no reason to EVER be unarmed!