Depends on the state. Here in Texas open carry is illegal unless you are a LEO.
Yep, here in Illinois you might go to jail for thinking about carrying a gun.
Alaska is ok to carry concealed without a permit. Im sure its ok to carry in the open. New Mexico is open carry only ( at least it was a few years back) and in Kansas open carry is ok. (With restrictions, of course, just like concealed carry.)
Definatly best to know the rules.
I have always thought that if I was carrying a gun, if everyone around me knew that I was, it was ok with me. Not being bold or anything but the possibility of me pulling and using it is made obvious to everyone, and is in direct proprtion to any threat around me.