I've pondered leaving a bag at a friend's house just for backup, but I've got a pretty good load of stuff in my car and I work/play very close to my house so it's not a huge need.
I'd definately think about it, but I'd be careful about what I left there. Something non critical i.e. a cheap gun instead of a nice one. Those get hit by breakins on occation
itís not only about the odds, itís about the stakes.