Visiting the U.S. How and where can I get a gun? For self defense only.?

When I come on holiday to the U.S. I want to know that I can protect myself. Too often we hear that tourists make easy targets for muggers and I don't want to end up as another statistic. Can I just go somwhere that sells guns and then but one or do I have to pre-order. I was an army cadette when I was at school so I know how to use a gun. I just want to make sure that no one can "pop a cap in my a$$". I think that if the muggers are going to have guns it makes sense to protect myself. Also I don't want to feel like there are places that I can't go to because I'm scared. Any advice welcome.