In the thirties, most of the first victims who were killed or sent to prison or concentration camps were political enemies: many social democrats and almost all communists. In 1933 the Communist Party had about 300,000 members and 6 million voters. Some of them had guns. It wouldn't help, just as it hadn't helped the Jewish community.
In terms of politics: The Nazi party took over step by step all crucial posts - the criminal police, the army, the courts of law. And if there ever had been a chance for a mass riot (armed or unarmed) it would have been immediately after January 1933 or maybe March 1933. But the political parties (conservative, leftists, communists) wouldn't co-operate. And the ordinary German wanted to be left alone.