I am with Daniel on this one. The Bible says nothing of owning weapons as a right, however, Jesus did recommend the disciples to buy swords (Lk. 22:36) and swords are weapons, in this case the purpose is self-preservation. Self-preservations is a right, because as we are made by God in His image, we have an intrinsic right to life and thus an intrinsic right to self-preservation, however the means to accomplish that are not a right. This is what the Catholic Church teaches on the matter from the Cathechism:
2264 Love toward oneself remains a fundamental principle of morality. Therefore it is legitimate to insist on respect for one's own right to life. Someone who defends his life is not guilty of murder even if he is forced to deal his aggressor a lethal blow:
If a man in self-defense uses more than necessary violence, it will be unlawful: whereas if he repels force with moderation, his defense will be lawful. . . . Nor is it necessary for salvation that a man omit the act of moderate self-defense to avoid killing the other man, since one is bound to take more care of one's own life than of another's. (this quote is from Saint Thomas Aquinas "Summa Theologuca in the 13th century)
2265 Legitimate defense can be not only A RIGHT BUT A GRAVE DUTY for one who is responsible for the lives of others. The defense of the common good requires that an unjust aggressor be rendered unable to cause harm. For this reason, those who legitimately hold authority also have the right to use arms to repel aggressors against the civil community entrusted to their responsibility.
The Church teaches that using deadly force is always the last resort when all other options have been exhausted, however, the Church is not against the lawful and justified ending of someone else's life to protect our own life, that of other's in our care, or the innocent and defenseless. She also teaches that the use of arms is a right for defense against an aggressor, however, that is not to be taken to mean "a God given right". Great discussion.