I tend to agree with Stop Stop. If you put a gun on board an aircraft, you remove one of the difficulties facing a terrorist ie. how to get a gun on board. He no longer has to - all he has to do now is work out how to get at it. (The film "Airforce One" is an interesting demonstration of this principle, I think!)
Added to that the level of training that would need to be given to pilots, all the things that could go wrong (discussed at length on this and a similar thread), I think it's impractical - better security and screening on the ground is the answer, together with better procedures and defences in the air to make sure that, whatever happens, terrorists don't make it into the cockpit.