The worst 'last thoughts' you could have:
"I wish I had my gun."
"I wish I had enough gun."
"I wish I had enough ammo."
"I wish I had practiced more."
And, for those less terminal situations:
"I should have chosen & contacted a lawyer before that guy tried to rob me."
"I wish I had kept my mouth shut after that defensive gun use, like my lawyer and all the guys on the DECCW forum told me to."
"If I hadn't given that aggressive driver the finger, he wouldn't have run me off the road... I wouldn't have had to shoot him... and I wouldn't have been sued for a million dollars because of that anti-gun witness and their $%$&*% cellphone video."
If you weren't already a pessimist, you wouldn't have applied for a CCDW permit. Don't give up on your pessimism. Assume that bad things will happen, and don't make them even worse.