Unfortunately in this instance, Savage is right on the mark. You really have to think about whether or not it's worth it. Consider the real threat, on both sides of the issue, and which would be easier to defend yourself and your family against given the threat level.
The problem is that many of the places where you will most likely encounter a (criminal) bad guy are the same places where you will mostl likely encounter a (police/prosecutor) bad guy ("bad guy" being a relative term, of course). Who's the bigger fool...the honest guy protecting his family who tries to carry/transport illegally in places like NYC, Boston, DC, or Trenton...or the guy who doesn't?
The adage "It's better to be tried by 12 than carried by 6" only goes so far in the real world.
It may well be a good plan to become comfortable with your personal weapons (hands, feet, etc.), as well as OC/CS, legal length pocket knives, etc...and be prepared to BF Goodrich someone if necessary, rather than risk the legal wrath of being in possession of the most reliable self defense tool (guns) in draconian back-assward gun control hot LZs like NJ, NY, MA, et al.
Just MHO.