I carry at church every Sunday. Since I am always wearing a suit or sportcoat, I go bigger than I normally would and carry a full sized handgun, a Beretta 92 most days. It is sad that we have to have church meetings to discuss what to do in case of an active shooter or to have members actively watching the doors and parking lot.
Protecting "innocents" at the shopping mall and those at your church is two COMPLETELY different things. First and foremost, if someone is there to shoot up your church, EVERYONE present is in danger. Secondly, those people are not strangers. Every last one of them is at least a friend who is welcome in my home at any time. At the very most, they are extended family and close friends who have been in our lives for decades. The pastor married us and has officiated every funeral our family has had. I'd stand between him and any threat extant. So the idea that you're on your own at church, or that protecting those present from an active shooter makes you some sort of wannabe commando is completely foreign to me.