I think the OP was asking more about whether you're issued your own personal weapon, as in here, Ensign, this is your pistol; there are many like it, but this one is yours. Answer is no, and the only time you'll carry one is if you're Boat or Boarding Officer or OOD Inport. And even then, you carry it for the duration of your watch/boarding, then hand it off to your relief or return it to the gunner's mates.
As to whether being a SWO is as bad as everyone says: yes. Yes it is. Don't get me wrong, there are your good Captains and happy ships out there, but all in all, Blackshoe life is an exercise in self-inflicted pain. Sorry I'm all out of sunshine to blow up your ass, but that's how it is.