I don't think it's exactly correct that we can't legally own guns. I'm living in Oregon where private sales are legal and you can buy a gun from another person with a valid state ID/DL . So basically the gun would be sold to you and it would be registered to you. I don't see why there would be a problem seeing as how many gun laws are determined on the local level.
I've thought about it myself , not a shotgun but a pistol. I know a lot of you guys live in beautiful neighborhoods with white fences and all but some places like SE Portland are not safe lol.