I am in Arizona and an NRA certified instructor and CCW instructor.
You are treated differently by police. They know you have been checked out by ATFE, FBI, the state, the county and, if you live in an incorporated area, the local police. They know you have a clean record. I was recently stopped by DPS (wannabe CHIPs). He never even asked me to look at my gun. He did ask me to leave it in my truck while I went back to his car for him to write a warning (i'm sure without the permit I would have gotten a ticket).
In Arizona, if you have a pickup rifle scabbard built into a front seat cover of a pickup, you are carrying concealed. If you have a loaded rifle anywhere in a vehicle that isn't plainly visible, you are carrying concealed. It is very easy to get crossed up.
Further, if you have a permit there is no background check when you buy a gun. You have already been checked and DPS updates its database daily. It eliminates the phone call and dance that go on when you buy a gun.
The training is an abridged version of the NRA basic pistol and personal protection course with a heavy emphasis on state law and individual rights and consequences of self defense. But, it is worthwhile. You come away with a clear understanding of when you may use deadly force and what to expect in the aftermath.
The cost is relatively cheap in most places in the state. Considering what it cost me to get the many hours of training to become an instructor and the time investment, the classes are dirt cheap.
I run classes of different levels. For entry level pistoleros we offer a program that earns four NRA certificates and a CCW permit qualification. It costs quite a bit more than the standard CCW program, but it offers a lot more. Among what it does is it demonstrates training in four different aspects of training to be proficient with a handgun. If you ever have to go to court you can show a wealth of training and qualifications to accompany your CCW training.
Carrying a concealed weapon is a huge responsibility. I disagree with the baton for self defense, however. Depending on it as a weapon means you will engage in hand-to-hand combat if you are ever required to use it. If that is the case you will be injured. If you win you may only be slightly injured, but if you lose you will certainly be severely injured.
It's kind of like carrying a knife for self defense. The only thing it guarantees is that you are going to bleed...