Just adding to that - dress like a gang-banger while carrying, expect to be hassled. Dress like a working professional, the number of unexpected conversations with LEOs drops dramatically.
Realistically, more than 99% or unarmed people won't see your openly-carried gun because they don't expect you to be carrying one. If you look and act like you belong where you are, the chances of "man with a gun" calls are near zero out here.
Pay attention to where you are and how you act. Most of the major malls (all Westcor malls, for example - Chandler, Scottsdale, Casa Grande) are posted against carrying weapons. I wouldn't carry openly in a lot of areas in Scottsdale or other areas notoriously full of snowbirds at this time of year. Also, I understand Tucson (Arizona's bastion of liberals) is allegedly not fond of open carry, and Tombstone is still posted, just like back when Wyatt Earp was marshall. Wal-Marts in Mesa - no problem.