As a Constitutional Carry state, Arizona does not require a Concealed Carry Permit for any type of carry. However, they offer one based upon an 8 hour class and a qualification at the range.
This does two things. Where Federal statutes require a CC Permit for one reason or another (within a thousand feet of a school for instance) a person can have such a permit and avoid federal liability when there is no state liability. Secondly, it is reciprocal with those states that wish to issue such reciprocity — I think over 34 as of today. if I carry without such a permit in those states I may be risking commission of a felony and certainly putting myself on unsound ground if I should need my weapon. Valid permits are what is needed if you want to carry outside your state.
It also demonstrates to the court you have taken the responsibility seriously and studied the proper handling and uses. Extra points in court don’t hurt if you have to defend yourself. Mossad Ayoob is a good source for how to do the self defense thing right. IMHO