Yes you can kill people in lots of ways, but is that what happen?. There were over 11,000 gun deaths in the US in 2013. There were about 300 vehicular homicides in the same period. (link). People don't use cars to murder people nearly as often. It is interesting that there are more requirements for car ownership than gun ownership!

It is a complicated issue. Here's a good article on the science comparing guns and crime in various countries. Some countries do well (Scandanavia for example). Some do very poorly (like Russia). It's a combination of laws and socioeconomics.

In Norway, to own a gun you must document a need for a gun. Usually this is hunting or sports. Almost certainly not for self-defense unless you are a trained guard. You must obtain a license, which requires at least 9 hours training and a written test, at least 6 month membership and active participation in a gun club and afterwards a letter of recommendation from the club president. There's lots of other laws and restrictions, but I find this gun club requirement part of the law fascinating. It guarantees that a gun owner has been a part of a social gun group and understands what is considered proper behavior by peers and society. Compare to the US where Joe the Disgruntled can wake up one day and decide to go to a gun show and come home with a shiny new problem-solver.

As far as energy density goes as you say, this is interesting also! What is clear is that some weapons are universally legal (fists, ballpoint pens) and some are not (tanks, missiles). In between is an entire spectrum of weaponry, and a line must be drawn somewhere. A lot of debate is on where that line should be. I don't buy the reasoning that moving the line towards higher energy density weaponry makes anyone safer.

What about when the day comes when everyone has the power to kill anyone else just by thinking about it?