During the Civil Rights movement in the south, Rabbi William B. Silverman stood up for the rights of blacks. Some racists threatened him and his children. Instead of backing down or running away, he got a .38spl revolver (and became a deputy sheriff), and drove his kids to school every day vs. having them ride the bus; no one touched him.
From a practical perspective, is it a bigger sacrifice to change your name, give up your job, and go into hiding, or to spend a few thousand dollars becoming credibly able to defend yourself with a firearm?