Not usually important for civilians who carry guns, unless you open carry. This article over at LawOfficer.com is an insightful treatment of the topic.
When someone puts their hands on your gun during a contact, [a fight to the death] is exactly what you must be prepared for. I testified to the fact that a suspect who touches your gun during a street contact has already demonstrated his intent. Weapon retention and ground fighting tactics do not include a measure of politeness. You must consider any disarming attempt a life-or-death situation. If you honestly feel your weapon retention and/or ground fighting training adequately prepares you for such an encounter, great. But if you have any doubts about your skills or abilities to maintain control of your duty weapon during an attempted disarming, resolve them before you next hit the street.
Not everything is applicable to civilian carrying, but at the least good holster selection and at least some basic retention training are a must if a civilian chooses to carry openly.