Lot of things in life involve a trade-off. You do so because, while ideally you might do it this way, that way is necessary.
Couple simple examples: If you want to walk around armed with a gun, you probably will have a pistol or revolver tucked away. (And I'm speaking to those folks who have the license and not you illegal miscreants.)
This probably won't be a long-barrel target pistol, nor something you'd use to hunt deer or bear, and why not concerns both length and weight. If it sticks out the bottom of your jacket, that's no good. If it gives you a slipped disk or a hernia to carry it, then you will start leaving it at home.
Which is why small frame revolvers and pistols and even mouse guns get carried way more than big hog legs.
Now, for pure punch, a big-bore shotgun or rifle hits a lot harder, has more effective range, and are apt to be more accurate, least in the rifle's case. But since strolling down the avenue of a Sunday morning with a long gun resting on your shoulder is apt to get you strobed with red-and-blue lights and a fast acquaintance with your friendly neighborhood law enforcement officers; who, given the circumstances might have twitchy trigger fingers. So, that might not be your best option. Yeah, you might legally be able to walk around with a rifle in a lot of places, but it will get you attention that could be bad for your health.
I have a neighbor likes to mow his lawn strapped. Perfectly legal to do so on his property, but every time he does, the local SWAT boys show up. Man-with-a-gun reports get LEO attention, even if they think they know who he is. Because you can't be sure.
So you carry a handgun under your jacket, nobody knows it is there, nobody gets excited to see you amble into the local stop 'n' rob store for a six-pack. The weapon is less powerful, unless you want to weigh your belt down with one of the custom .50's, like the one I showed a picture of here a few posts back. And a revolver that powerful has what is known as a stout recoil. Better hit your target with the first shot, because you'll need a crane and a crew of teamsters to haul the thing back down to line up the next one. I had a villain in a book carry such a thing, but he was a very large man, ex-SEAL, and macho out the wazoo. Plus he got killed by the good guy.
When is it cold and I am going to be out and about, I like to protect my hands from Jack Frost. But while there are nice thinsulate thingees and critter-fur lined ones that will keep my hands toasty, they tend to be bulky. If I am walking the dogs, I need to be able to hold the flexi-leads comfortably, reach into my pocket for a plastic bag when it becomes necessary, and then tie a knot in said bag, which I carry looped over a finger until I find a trash can.
I also need to be able to take my knife from my pocket and open it, should that become necessary, and now and then, pull other hardware from my belt–cell phone, iPod, this and that.
So the gloves I wear need to allow such activity, and that means they have to be thin, allow me to grip small object, and that means they don't keep my hands real warm. Better than nothing, but not what I'd wear if I was out in really cold weather sans dogs.
I like the thin and tight leather gloves Nike makes for wide receivers playing football. In Cotton's garage, when it is chilly, I can wear these and on days when I'm fasting and there's no fire in the basement, that helps with the cold fingers when I do silat.