Lot's of responses to my question here. It's interesting to read the differing opinions. I think it would really depend on who used the gun as to whether I would want to have it. Like someone posted earlier, if it was a pedophile or a murderer that ate a bullet from it, I would keep the gun knowing it did a great service to humanity. But if it was my family or friend I don't think I'd be able to hold the gun without being reminded of it and trying to imagine the last moments of pain they felt to have to resort to such a thing.
Now, if it was my best friend that turned out to be a pedophile psycho killer, I might have to toss a coin to decide to keep it or not.