I always carry one chambered in my Sig. I will say though I recently picked up two 1911's, one in 9mm the other in .45, and I'm still a bit nervous about cocked and locked. I've been carrying for 24 years, I guess its just something I have to get used to.
Once you delve into the inner workings of a 1911, you'll feel much better. If you have the series 80 safety, there is a bunch of stuff that must happen before the firing pin even comes close to the primer.