There aren't comprehensive statistics about CHL self-defense. The closest you can come is Dr. John Lott's
More Guns Less Crime and some work by Dr. Gary Kleck.
There are a couple of reasons for this. Most "defensive gun use" ends with no shots fired. The police take a report and that is the end of it. There is no subsequent arrest or court records.
Most of these incidents occur at home or a place of business, so having a CHL would be irrelevant.
The scenario of a CHL holder defending himself while walking down the street, driving, or otherwise going about his business in a public place is relatively rare. If I were forced to guess, I would say it happens maybe once a week in the U.S. An incident occurred yesterday in Kansas City, Missouri:
http://www.kansascity.com/116/story/731000.html
One reason for this is that people who give serious thought to self-defense do not put themselves in risky situations; and their self-awareness warns off criminals, who move on to easier targets.
The total number of justifiable homicides in the U.S. fluctuates around 400 to 600 a year, and two-thirds of those are by police. You can find that information in the FBI Uniform Crime Report:
http://www.fbi.gov/ucr/ucr.htm
You could start reading here:
http://www.guncite.com/gun_control_gcdguse.html
- Jim