Being armed goes far beyond simple self-protection against thugs or even tyrants -- it's an unequivocal and unmatched lesson that you are politically and morally sovereign; that you, and not the state, are responsible for your life and your fate. This absolute personal sovereignty is the founding stone of the Republic. "A well-regulated militia" (where the militia is "the whole people") isn't just "necessary to the security of a free state" because it provides a backup to (and defense against) the police and the army. More importantly, keeping and bearing arms trains sovereign citizens in the art of freedom, and accustoms us to our authority and duty.
Emphasis mine. It's not quite an uber-post. Go read it all. But that one paragraph says more than I could put out in an entire essay.