I'll second Utah as a great state for gun owners. Just don't try to get a drink there.
Live in Arkansas, now. Nothing's illegal. No waiting periods or prohibitions on private sales. Many gun shops openly display machine guns and silencers (although I was never into that sort of stuff). Permits are shall issue but expensive (about $250 by the time you get everything) and there are so many restrictions on where you can carry that it is not really all that useful.
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