As stated, if you are travelling, throw a glove and/or ball in the trunk too, to eliminate any potential issues.
But yes, AZ has terrific gun laws, Open carry is legal and in less desirable neighborhoods, or while riding motorcycles, it's amazing how well it works at keeping punks and undesirables from even approaching you. Night and day, from my experience. CCW? No problem, for those times you prefer to slip under the radar. Has our crime skyrocketed? Nope, quite the opposite. To quote my neighbor, "I just assume everyone is packing, so I try to stay outta trouble down here..."