I would think that the first method of defense would be to not be on their list to begin with. That means buying your guns via private sale legally. There are ways to do that such as at gun shows in many states. If you have a gun now that was purchased via a dealer and there is likely a record, then consider what you need to be able to surrender that weapon or transfer it out of your possession. You can "sell" the weapon at a gun show and make a record of the transaction. That way when they ask for your gun that you own according to records, you can produce information that substantiates your claim that you sold it. Just tell them that you knew they were going to take away guns and you decided to sell it now instead of taking their cheeseburger coupon later.
I also don't recommend keeping your guns at your home if you have any other alternative, except for your main home defense weapon and your conceal carry weapon. A better place would be a storage unit if you can pay cash with no name on it.