Depending on where I go, I will carry, and I have a concealed permit. I usually have my 38 with the trusty HydraShok 110 grain ammo. The place that I seem to have the most need for it is at Jacksonville Beach at night. Usually I just watch my back a lot and, every once in a while, there's the inevitable guy who's following me around; I watch that guy closely because he almost always comes up asking about how much I paid for my detector (over and over again, smelling of alcohol and fiddling in his pocket).
When someone like that approaches me I always downplay the cost of anything that I have/do and make sure that I keep one hand on my pointy digging trowel and make it obvious. This very thing happened to me a weekend ago and after about 20 minutes of him following us around he finally approached and was very shifty the whole time, as if he were summing up his strategy or likelihood of getting some of my stuff. It's not such a big deal, usually, but some of the local beaches have had murders in recent days by the homeless people, and also it seems that no matter where you go nowadays there are the inevitable crack dealers hanging out on the beach just looking for trouble. I'd rather be safe than sorry any day.