It depends what you mean by "show up with a loaded gun": if he has a gun and he is holding it while talking to you, brandishing it at you, pointing it even generally in your or a family member's direction, etc., you can shoot first: the threat is imminent and reasonable (i.e. anyone would reasonably perceive it) and in that situation, you do not have to give him the first shot.If he does not have a gun in hand or visible, but just tells you that he has one, or you see one in his car (e.g. on a gun rack), you can't shoot him: without the gun ready to hand, then the threat is not immediate or imminent and you can retreat and call the police rather than using deadly force.