That's very true. No regulation will stop anyone from buying a gun illegally. However, it will serve to make illegal guns harder to obtain in the long term and therefore more expensive.
Most current discussions surround requiring and/or enforcing background checks to make sure that people who have a history of breaking the law have no opportunity to purchase a weapon through inexpensive, convenient, legal means. This will not stop them from buying black market firearms, but it will make them more expensive and a little harder to obtain that way.
Other discussions surround restricting access to certain classes of high-powered or high-repeat-rate weapons.
A weapon that can penetrate three concrete walls to take out its target is a poor choice for home defense because once you take out the perpetrator the bullet will continue its travels through your home, taking out anything or anyone in its path.
An assault weapon that can spray 100 bullets a minute isn't terribly useful for any sort of personal defense, and is likely to be terribly unweildy and do a great deal of collateral damage.
I don't see how you being able to buy as many pistols, shotguns, single-shot rifles, etc with the only restriction being that you have to show ID and maybe wait a couple of days so your criminal record can be checked is somehow "hurting" the rights of the average gun owner.
And if you want to carry a pistol 24/7, that's great and I hope you never have to use it for real - but I'm happy to know you have one in case there's a problem. I don't see a mandatory 2-hour basic safety course and a concealed carry permit as an unsurmountable curtailment of your right to carry that pistol.