I highly approve of martial arts.
Of course, shooting is a martial art also.
Why can't we ban guns? Because 1] criminals don't obey the law, and 2] the government will not include itself in the ban; nor will other countries' governments. and therefore 3] if law-abiding citizens don't have guns, they won't be able to defend themselves from criminals, enemies, or even tyrants with guns.
BTW, are you concerned about corrupt police killing people without justification? Even with the laws the way they are now, a citizen is legally entitled to defend himself from unjustified violence by a police officer. This doesn't mean that the citizen has the right to resist arrest; if you are unjustifiably arrested, you can charge the officer with misconduct. But if the officer tries to harm you without just cause, you do have the right to fight back.