I have been pulled over 3 times since I have had my carry license, out of the three times only one officer asked about having a gun on my person. He first asked "whats the license to carry for" since I was in a very anti-gun town, he then asked me where it was which I informed him was in a shoulder rig, then he asked me to leave it where it was. Gave me a warning and that was it.
I don't mention it unless they ask. It pops up as a redflag when the officer runs my plates, so I figure if they were so concerned about it they would bring it up.