Getting actual facts on anything with a political or emotional component can be hard, but I went and hunted up some numbers. These are from the government, so they must be true: http://www.cdc.gov/nchs/data/nvsr/nvsr60/nvsr60_03.pdf
Total death rate (2009) was just under 0.8% of the population. For this discussion, only the suicide and homicide numbers seem relevant. Guns don't cause cancer.
There were 36909 suicides and 16799 homicides, 1.5% and 0.7% of all deaths respectively. The homicide rates for men were 3.6x that for women, and blacks were 5.4x the rate of whites. Clearly it's dangerous to be a black male.
Looking at just the deaths from firearms, it's about 2/3 suicides: 554 accidental, 18735 suicide, 11493 homicide. Put another way, 50.7% of suicides and 68.4% of homicides used firearms. We kill ourselves and others using guns, but we use other means as well.
Bottom line is that homicides with firearms accounted for a little less than 1/200 of the deaths, or a little less than 1/28000 of the populace. Annually - these are numbers from 2009.
The breakdown by state is dramatic. Homicide rates (not specificially firearms) vary from near zero to double the national average, plus DC as an outlier over 4x the national average of 5.5 per 100,000 in population. The top and bottom ten states (again, per 100,000 population) were:
DC 22.5 NH (1.1)
LA 12.8 VT (1.3)
MS 9.3 ID 1.4
AL 8.7 IA 1.4
NM 8.7 HI 1.8
MD 8.0 UT 1.8
TN 7.9 MN 1.8
AR 7.6 ND (2.2)
SC 7.6 ME 2.3
MO 7.1 NE 2.7
Oregon and Washington just miss the cutoff, at 2.7 and 2.9 respectively. The parenthetical numbers are flagged in the CDC report as having data-quality issues. They don't say what, but it looks to me like simple data sparseness - the numbers are too low to be accurate. Illinois was 6.8, above the national average. The South seems awfully well represented on the naughty list. Connecticut was 3.2, below national average.
I think it would be interesting to correlate the states (all of them, no fair cherry-picking the extremes) against gun ownership rates and against state gun ownership laws. Or even against red/blue voting patterns, heh. Leaving that as an exercise...
And what's the story in DC, really? Double the rates of anywhere else in the country, and four times the average. With the strictest gun-control laws. I realize there are some undesirable elements (Congress, lobbyists...) but also an awful lot of armed police and various federal types to keep order.
I'd also like to see, but didn't immediately find, a breakdown of the kinds of killings. Random shootings, workplace grievances, mass shooting sprees, jealous lovers, gang things, etc. Might shed some light on what kind of intervention or law would actually shift the numbers. Zero would be the only truly acceptable number, but it makes sense to select for the areas with the biggest impact.