It always makes more of an impression when you see something in action.  Rather than hearing how guns protect you at home and protects you individually, seeing it removes all doubt.

Glock put together a series of commercials that illustrate the point so much better than anything else out there.  The latest one, involves a girl at home when someone tries to break in.

I'm not sure that there is much more that I can add to that, apart from my admiration for R Lee Ermey, who plays a great drill sergeant in just about everything you can imagine.

Additionally, does a great piece on the woman that is in the video, so check that out as well.

Take a look at these two additional videos.  They are older, but prove the point better than anything I've seen.  If you have friends that doubt the effectiveness of the right to bear arms, these videos could be a great tool to illustrate your point.  Feel free to share them and pass them around.