Because I ride year round, there is no single method that works year round. Winter riding I wear my heavy leather jacket, which has a gun pocket that easily handles my Kahr PM9. For summer riding, my leather vest has a gun pocket that accommodates my PM9. For really hot temps (>100 deg), I'm wearing my high visibility mesh jacket, and I like my PM9 carried in a Tommy Theis IWB horsehide holster.
For cross country trips I usually have a saddlebag gun has a significantly higher capacity than my EDC. You never know when you'll be combating a crowd of zombies or passing by an Occupy Wall Street event...many of which will argue are the same thing.