In my state, the standard for CCW is the same as for driving. In Nevada, there aren't many places that don't serve alchohol and have slots, with, typically, the bar and dining room adjoined, or even in the same room.
Your only option would be to travel thru the state utilizing fast food only or bypass all small towns.
It's not recommended that any alcohol be consumed, however, since that can become a club to beat you over the head with---in civil court, if not criminal. Any alcohol on the breath at all, after a shooting, will bring you under strict scrutiny.