Arizona is an Open Carry state. In other words, as long as your gun (pistol, revolver or rifle) is visible you can exercise your Second Amendment Rights in public. If you wish to discretely carry (hidden from view) a firearm, you still need a CCW license.
I attended the 2008 Gun Rights Policy Conference and there were hundreds of people carrying their guns openly at the conference. In the evening, we went to a few restaurants and about 10% of the people in public were carrying a firearm openly.
I personally felt safe because people who carry openly are probably the most kind and courteous group of people around. I asked a few people who were not carrying and who were residents Of Arizona and no one I talked to was concerned; it is common to see people carrying firearms in public.
So what happened when President Obama visited veterans in Phoenix? Several people in the protestor groups were carrying firearms openly in public.
In fact one person was carrying an AR-15 semi-automatic rifle. When asked why he was carrying a loaded AR-15 slung over his shoulder, he replied “Because I can.” Yes, the Second Amendment is practiced in Arizona.