Ah, nesting instinct for guys :)
Personally, I wouldn't go for guns, I just can't see any situation where that would really help, or where something else wouldn't be more effective. The problem with guns is that, especially with kids in the house, you will need to lock them up well, which means it'll take you a while to get to them; and even then who says you'll be able to reach them at all? What if you're in one room, the guns in another, and the intruder somewhere in-between? I don't buy the argument that having guns would help you if combined with locks, windows, etc. - in my opinion, if used properly, those will keep the intruders away on their own. But more about that below. And also, I'm from Europe, so I just might have a very different cultural mindset.
As Cornstalks mentioned above, I would rather do two things: make sure your house is fitted well with bolts, locks, etc. (and use them, even during the day!!), and also check your local crime statistics.
I believe that implementing good locks etc. and using them, even during the day, is by far the most important thing you can do for your safety. Let's face it: most intruders are just looking for some quick cash, and will only go where they can get it easily - where they can climb through an open window, or easily open the door, or just walk through the back door (!), etc. Try to adapt the mindset of an intruder for a moment - a well-secured house makes their job way harder, and the risk of being disturbed or getting caught is a lot higher, which is not something they would want. So unless you are really, really rich, or you have made yourself enemies in your local organized crime scene, just why would they run such a risk and go through the hassle of breaking into a well-secured house?
Also, check your local crime statistics. Of course I have no idea what they look like in your area, but I would expect them to be something like:
- motoring offences
- domestic violence, and other cases where the perpetrator is an acquaintance of the victim
- burglaries where the home was NOT secured well
- organized crime
- (right at the bottom of the statistic): burglaries where the home WAS secured well
I understand your need to protect your family, but please be aware that this might be connected to your wife's pregnancy, and the dangers might not be as real as you fear.