From a conservational standpoint, I worry about the damage that crossfire could to to multiple, if not just one work in a given gallery. I know that the Vegas millionaire put his elbow through a Picasso that he was going to sell for $57 million got the hole fixed, I know that they fixed the toes of Michelangelo's "David" after a crazy art student attacked them with a hammer. however I wonder what effect gunpowder, etc might have on a work that is hundreds (or thousands) of years old, be it paper, marble, oil on panel, or silkscreen on canvas. Come to think of it, though, I think that art conservation now is pickier than ever (for good reason); I can't think of another time in history where people kept, saved, and cared for so much in the ways that we do now. I can, however, name a number of (old) works of art that do suffer such scars of crime and war besides "the Scream"- dating for some ancient works, for example, is somewhat verified by how battered the work is. I might just have to rethink that whole preservation/conservation thing.

Outside of the conservational issues, I feel that guns are just a strongly evocative object. With the war in Iraq, what happened at my college last April, Second Amendment rights, etc, I have personally found that guns, for me, connote danger, oppression, and loss of life. And I can't ever really feel that comfortable, seeing one, and thinking of any potential situation that could necessitate its use, that even in such a space as a museum, there is some kind of threat just looming.
On the other hand, I think that having a visibly armed guard next to a work of art is too reminiscent of the security guard in the Wells Fargo truck- it makes me feel more like the guards are protecting the monetary value of an object, not its cultural or intrinsic value.