Why bother with a CCP in Arizona?
For one, the training is good (well, some of it is depending upon where you get it) and really familiarizes you with the relevant laws and such about carrying and using your weapon. Second, there are times when open carry is a hassle and a CCW permit will let you bring the weapon into some places where you may not normally be able to. Third, it does tend to make a person feel more confident about carrying the weapon as they now know the laws and such.