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My son, who works at the mall, tells me that I would be pulled aside by mall security
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I'd tell mall security where they could stick it. Absent a complaint from a store or some sort of verifiable rationale, they can not simply stop and search you. They have no business whatsoever in asking what's in your pocket just because there appears to be something heavy in there.
In regards to carry, I don't change anything. I've worn the same Glock 33 in a Crossbreed Supertuck since January of 2009. I added a Blackhawk Serpa CQC OWB holster a few weeks ago for when clothing/situations allows.
You can pretty well expect that you'll always have to get some sort of clothing out of the way when you're carrying concealed. Gloves, well, unless you're outside for an extended period, you don't need really thick gloves. Any decent pair of relatively thin leather will protect your hands long enough to get from car to store even in sub-zero weather. You can shoot quite easily with thin gloves on and it should add no time to your draw sequence, especially if you practice.
I normally don't zip my coat unless I'm going to be outside for quite a while and it's ridiculously cold. Otherwise, I just hold it shut with one hand. That allows quick, easy access to the gun.