Stovepipes are pretty common if you limp-wrist your pistol. Similarly, some pistols don't go back into battery if you don't keep a rock-solid grip on the gun (I know for certain that this is an issue with the Walther PDP-F). Hang fires are something I wouldn't worry about in a gun fight; if it doesn't go bang, immediately cycle the slide and drop the round. Squibs on the other hand... If you get one of those, well, you aren't shooting with that gun any more, not until you can clear it. If it goes pop instead of BANG, then you definitely should not try a second time.

Honestly, if you, as a non-cop/non-military person are in a gunfight, the odds that you will need to reload are incredibly low. The biggest reason to carry a spare magazine along with your carry gun is so that you can drop your mag and swap out if you have some kind of failure. But even that is highly unlikely, assuming that you have bought a reputable firearm in the first place (e.g., not KelTec, Taurus, or a Sig P320), and have kept it maintained. Keep in mind that gun fights outside of police standoffs and military engagements are almost always very, very fast; like, less than five seconds most of the time.