I grab whatever's handy. I made the mistake of keeping my Beretta Tomcat (.32ACP) carry pistol as my bedside pistol, one fine night when someone tried to kick in one of my doors; since then, I picked up a G26, which is what I keep handy nearly 24x7.
Some nights, I take my 12ga out as well. If there is anything obvious going on in my area, I get it. (For example, one night, the county's police helicopter was buzzing around for a good half hour. I don't know if they found whoever they were looking for or not.) However, I have never had anything happen while it was out.
BTW, the "hear something at night" is not a regular occurrence for me. Twice in 4.5 years, and nobody actually made it in either time. (The door-kicker didn't have any effect, and the other one just wiggled the doorknob hoping it was unlocked.) However, some asshole did steal some gardening stuff out of my backyard shed one day.
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Black Talons(original black box...still got 30 boxes from way back when. How much are they worth now?)
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Nice to see you back, Buddha.
I've seen them going for as much as $30/box. I should probably sell mine off.