Your question has been thoroughly answered by others, to which I would add the following:
- Do not drive in the left lane of a three lane highway. The left lane is for passing only. I have observed many people being stopped for that. A traffic stop might reveal the presence of prohibited items that will invite additional scrutiny (examples mentioned earlier - magazines, ammunition, empty shells, a knife... etc) so you don't want to be stopped.
- Conduct a vehicle equipment check prior to departure and upon arrival. That means all lights must be operative. Use them in strict adherence to the law. No cracked windshields, for example.
- Signal all turns and lane changes in strict accordance with the law. There are minimum distances required.
- Verify all required vehicle markings and required documents are absolutely correct. For example, your vehicle registration might need to be signed for it to be effective. I personally observed a vehicle immediately impounded for that reason. If you require liability insurance in your state you will be required to provide proof of it.
- A yellow light means stop if you are able to stop given the roadway conditions and other variables (I have a long story about that; ultimately I prevailed).
- If you must park your out of state vehicle on the street do so legally. There are maximum distances from the curb for example (another story; I prevailed again).
- If your vehicle is damaged, excessively rusty, has illegible or obscured tags, appears to be rear-end heavy, or contains a lot of junk you will invite unwanted attention (yet another story).
- To summarize the above don't give anyone the slightest reason to stop and interrogate you, and you'll be fine.
I could go on, but if you adopt a mindset that you will be entering occupied foreign territory in which
you are the enemy you'll be OK. If you are signaled to stop, immediately clear the roadway bringing your vehicle to a safe stop, shift your transmission to park, set the brake, shut off the engine, turn on all interior lights, place both hands at the top of the steering wheel
and wait. Instruct any passengers to do the same.
Do nothing else. The officer conducting the vehicle stop will direct further actions. Do not give him or her any reason to become uncomfortable.
Oh one more thing: if you observe a vehicle stopped on the shoulder you are required to clear the adjacent lane. Slow down and merge if necessary. A friend of mine, PA resident, failed to do that and was issued a summons for a court appearance. Although that's all the police appeared to be doing in that case (pulling people over who failed to keep the adjacent lane clear) his claim of entrapment didn't fly. That's also the law in PA, (NY too, perhaps many other states), so he should have known better.
I recommend you program an attorney's phone number into your phone before going. Good luck.
You can't buy another gun in another state. Yours goes on the fritz, you take it to have it fixed. Only fair. 
