Actually in Arizona you CAN carry a loaded pistol concealed in your vehicle as long as it is in a holster. So if you have a holster on your gun you can put it in your console, under your seat, glovebox, etc. When I was selling guns my boss informed me of this. He even carried the ARS in his wallet laminated because cops try and give you crap about it.
As long as it is in a holster and not on your body you are ok in AZ. CCW is the best option though.
In AZ you CAN NOT carry a loaded rifle or shotgun in you vehicle though. It must be unloaded. So when I carry my shotgun (defensive shotgun, 18" barrel, etc) I always have it unloaded but I keep shells in the side saddle carrier so it can be loaded very quickly.
I always carry a gun when out of town and sometimes in town. Out of town there are alot of varmits that you might have problems with. Both of the 4 legged and 2 legged variety if you catch my drift. I don't plan on being a statistic for someone if I can help it.
Harley