Lots of ways to have fun with drones. There are for example off-the-shelf paintball drones like this 4-rotor:

(This unit was modified from a video camera drone.)
Then there are the DIY versions in the combat game "Game of Drones" such as this high performance 6-rotor:

Unfortunately that last unit has onboard video, a half mile range, amazing speed, and enough payload capacity to carry a .22 caliber 10 round automatic pistol, the preferred weapon of underworld hitmen.
Then there are plastic lightweight .22 caliber guns that can be printed using 3D printers, found on the web. It is only a matter of time before somebody posts online plans for a DIY 3D-printable plastic assassination drone.
Police and security forces are just becoming aware of the dangers these units pose, and the difficulties in regulating drones - they utilize common hobby engines and lithium-Ion or Lithium-polymer batteries from mobile electronic devices. As for protecting targets from them, authorities have had some success knocking down drones with shotguns, but the discharge of a shotgun loaded with birdshot into the air is impossible in most urban areas.
I thought about experimenting with armed interceptor drones, but you need non-lethal weaponry to take down propellor drones, such as spider web threads that would entangle the rotors. I can't compete with firms that are designing such interceptors, as fun as it sounds.