An interesting question, and one that I was thinking of posting myself. First, right off the bat, I don't carry where it's illegal. I am a law student with no juvenile or adult criminal record, not even a traffic ticket. That's too valuable to me to risk.
I have, however, risked my job, several times.
When I worked at a [Prominent Hotel Chain], I worked the 11PM-7AM shift. Our hotel did not have locking exterior doors and the town I worked in had a major meth problem. I would get 2-3 junkies a night wandering around my hotel, and police response usually took 5-10 minutes. Unwilling to die doing my summer job, I carried a Beretta 21A Bobcat in .22LR and it made me feel a lot better. Looking back, dreadful carry choice, that thing jammed every other round with the cheapo brick ammo in it, but any gun is better than none.
Since then, working two different summer jobs, I have concealed my Ruger LCP with an extra magazine. I'm simply not willing to risk my life for wage labor to pay for textbooks.
Now...will I continue to do so if banned at the law firm where I eventually find work? Almost certainly not. The money, benefits, and risks there are all much greater. However, regardless of ANY rule or regulation, I will ALWAYS keep a large, trusted, reliable double-stack handgun with an extra magazine in my car. They may be able to prevent me from being safe on foot, but I will now that if I make it to my car, I'll be okay. Right now, for instance, I work with both the LCP in a pocket and a Beretta PX4 with two mags for 29 rounds of Federal HST in my car. I will not be made helpless at 11PM in the parking lot.
I realize keeping one in the car is generally a bad idea due to theft, but this parking lot is video-monitored and heavily-trafficked, so the likelihood of that is small. It is also ONLY in the car during work hours.