I just got back from a short trip on the BMT, where I had an interesting experience. A pretty big black bear wandered into my camp the first night, and got within 20-30 feet of me while I was sitting on a log eating my dinner before we noticed each other and he wandered off. I've come across bears before, so I slept soundly that night and didn't worry about him a bit.
The next morning, I was 30 minutes up the trail when a dude comes over a small hill 20-30 feet in front of me carrying a pistol IN HIS HAND. As soon as he saw me, he holstered it on his belt, chuckled, and said, "Sorry if I scared you by carrying this." Of course you scared me, you @$$hole, you're walking around in the woods with a handgun drawn. And as soon as he passed me, he pulled it back out again. Unlike with the bear, I spent the next couple of hours looking behind me to make sure that nut job wasn't coming back.
If you're so scared in the woods that you need to have your firearm in your hand the entire time, then choose a less frightening activity. And if you're just carrying it for attention, then go wave that thing around in an airport or something. They'll give you plenty of attention, and I won't have to carry an extra pair of underwear.