Interesting question. I know AZ, NM , CO, all allow you to pack it right on your hip in full view....Colorado with some restrictions. I believe Montana is the same.
California is whole nother ball a wax though I bet.
I think you are OK to pack it loaded in your saddle bags. I would take the time to research in detail each state you plan to pass through.
Arizona allows concealed carry on your person with the requisite license.
Its nice to have that security if you plan to camp out enroute.
If you do carry it in your saddlebag and its fully legal its still a good idea to tell any LEO you have it there in the event of being pulled over for a traffic violation.
Some LEO as you know have preconceived ideas about bikers anyway.
