Herrwalther, I'm on the same page as you. My life, and those around me mean more to me than my job. I know this is a very hot topic, but I've always looked at it as, I was looking for a job when, I found this one.
Now if it was something of a legal issue, Federal building or other gov. type job, the risk of getting caught definitely would not be worth taking. That said, I'm a law abiding individual, and I also consider myself a person of high integrity. But if a company policy puts me at heightened risk of personal injury or death, I'm gonna look for a way stay safe, company policy or not.
That having been established, I have been caught carrying at work, and more than once. But in every circumstance my employer understood, thus I have never been terminated or even written up for that matter. I've often kept a weapon in the safe in just about every store I've managed since about 1978. The only exception to this, was when I was living in San Diego, Ca.. This was one of those situations in which the risk of getting caught simply wasn't worth the legal consequences. Heck, a person would pretty much have to have been mortally wounded to justify using lethal force in that state, and even then, things can get pretty bad for the victim. The money was pretty good, but I only able to tolerate 2 years of the state gun restrictions, so I moved back to Arizona, that was in fact my sole reason for moving back.
So if you're willing to risk your job, and you wouldn't be violating any laws, I say do what you feel is necessary to stay safe.
GS