There's car guys with guns and gun guys with cars. I was a gun guy before a car guy. To answer the OP's original question the best place in a car to have a pistol or revolver is where you feel most comfortable with it. It's a personal decision and asking that question on an internet forum has...
You should have upgraded the intercooler first. The catback and CAI are shiny things that sound cool that will not increase any performance in you car. In fact depending on the CAI you install it may lower your HP/TQ. It's been proven that a stock box with a drop in filter is the best mod for...
We have discussed OEM air box vrs. CAI here extensively and the proven conclusion (before and after on a chassis dyno) is the stock box is an excellent design and with a drop-in filter such as a AEM or KnN provides a incremental increase in HP/TQ and the CAI while looking cool and having "noise"...
Make sure battery is at full charge (12.8v) and disconnect the negative battery cable and call it good. I leave my Mustang in the summer this way while I travel for 10 to 12 weeks.