I wrote a column on this very topic a few months ago. The abridged version is this: I loathe having to get the permit to legally carry concealed, and I do occasionally take advantage of Arizona's open carry law, but it's not always convenient. Yes, getting a CCW permit does get you on a list. But it's not unlike a writing a pro-gun letter to the editor, or showing up at a gun rights rally. It's a way to stand up and make a statement. It adds to the statistics. Nobody counts how many guns are carried openly.
A permit system is just a good first step toward a day when the right to carry is like the right to vote.