I just received my CCW a couple of months ago and this was a pretty hot topic. My understanding from that class (and further info at azdps.gov/ccw) is that if no firearms is posted, you may not carry there. If you fail to see the sign and enter anyway, once you learn of the prohibition, you must remove the firearm from the establishment (leave or lock in your car). You are only guilty of a crime if you knowingly refuse to honor the prohibition. That goes for places that are not posted and request that you remove your firearm form the establishment as well.
Basically, you're allowed to goof, but not to refuse. I look for signs wherever I go, but I'm not gonna spend a lot of time searching for prohibitive signage that may not be posted in the most obvious places. If I see it, I comply. I haven't run into a situation where the signs aren't clearly posted (but I haven't run into a lot of signs, either).
Hope this helps.