Even though with the passage of CCW it is no longer an issue for me, there was pretty much an understanding (though never established in a court case) that a semi-auto with no round in the chamber was considered unloaded even with a magazine inserted.
At the same time, I can't remember one prosecution of someone for carrying a concealed weapon during a righteous shoot. There was a man in my neighborhood about 10 years ago who shot a thug who attacked him during a Sunday morning walk and he was heralded as a hero.
New Mexico is very gun friendly, and getting better all the time. As soon as the governor signs the bill we will be rid of the onerous requirement to disarm in places that sell alcohol for off premises consumption. I am not sure if this will go into effect 6/15 or 7/1, but it will be great.
Law enforcement is very gun friendly as well, I have never run into an anti-gun rank and file LEO personally, but did testify at a CCW training requirements hearing following the testimony of Santa Fe Police Chief, John Denko, who was dead set against us. He is now the head of DPS unfortunately, but he hasn't been able to throw any monkey wrenches into the works.
I wish that we had a $35 a year gun club in Albuquerque. I belong to a great group, the Zia Rifle and Pistol Club, but our dues are $120 a year. I guess that is the difference between the big city and the boondocks.