The post-9/11 world has dramatically altered the way that national intelligence services do business. For one, the craft of espionage and military intelligence has become inherently more dangerous for case officers and agents in an age of terrorism and insurgency, than it was during the Cold War. A good example of this is the increasing numbers of case officers, whether from the CIA or the Secret Intelligence Service (UK's MI6), who are routinely issued firearms while on assignment.
This is a complete turnaround from the way business was done during the Cold War in the '60s, '70s, and '80s. Many case officers on both sides, whether CIA, SIS, or KGB, served out their entire 20 or 30 year careers as professional spies without ever having touched a firearm after their initial tradecraft courses. After all, getting into shootouts wasn't their job. Collecting information was. Furthermore, the case officers themselves, often operating under official diplomatic cover, didn't really have anything to fear if they were caught or their covers blown, except a ruined career and expulsion from whatever country they operated in. The ones in real danger were always the informants, or "assets", that the case officers recruited, who were liable to face execution if they were found out. Simply put, spying really wasn't that dangerous for the case officers.
After the War on Terrorism began, all of that changed. For one thing, Afghanistan, Pakistan, and Iraq, along with most places that CIA officers operate today, are actual war zones with nothing "cold" about them. During peacetime, case officers don't really have to worry about their own safety, just that of their informants. Once an actual shooting war starts, all of that changes and intelligence officers, whether CIA, SIS, or Army Intelligence, become major high-value targets for terrorist and insurgents. Already since 2001, several CIA officers have been killed in the line of duty. In short, the espionage business has gotten far more dangerous in a very short period of time.
This has necessitated a number of dramatic changes in the way the Americans, British, and other professional intelligence services do business where they are needed most (in war zones). For one, the spooks are arming up. Case officers working in places like Pakistan, Afghanistan, and even Egypt routinely carry handguns everywhere they go to defend themselves should the need arise. During the Cold War, this was unnecessary and generally considered a stupid liability since being caught with a weapon would probably get you booted out of the country you operated in. Not anymore.
Besides carrying guns, agencies and case officers are paying extra attention to things like counter-surveillance, disguises, and evasive driving. Carrying a sidearm is necessary for a case officer working in a city like Karachi or Kabul, the truth remains that getting into a gunfight is still the last resort, and should be avoided at all costs. Case officers know that the most effective way to avoided being a terrorist target is to avoid following the same routines every day, varying routes to and from work/meetings, never sleeping in the same safe house for too long, and generally making one's life as varied an unpredictable as possible. Experienced spies know that if you can't be found, you can't be a target. The best game plan is to be as invisible as possible.
As long as American and European intelligence continue focusing their operations against terrorism, the spy game is going to get increasingly dangerous, and intelligence services will respond accordingly.