Unlicensed concealed carry is a misdemeanor in most states, however, it's not a "ticketable offense" like speeding is, you will be arrested, booked, and forced to post bond to get out of jail. Further, you may get sentenced to a month or more in jail and community service, another name for temporary enslavement by the state. The first time usually carries with it a prohibition upon obtaining a CWP for a number of years, I think it's five years here. Usually, if you get caught twice, the second time is a felony.
The only reason to do this is if your state does not have "shall issue law" on concealed carry licenses. It is not only not worth it for any other reason, there are multiple positive reasons to get a Concealed Carry Permit (CWP). Even if your state does not prohibit open carry.
First, you're on a countable list seen by your state legislators. Here, in South Carolina, we have a very strong firearms freedom lobby that draws most of its strength from the CWP list. It is not affiliated with nor linked in any way to the NRA, yet it's quite effective, including using a state wide boycott of places that initially posted their businesses as prohibiting CWP holders from bringing weapons into their stores and restaurants.
Second, you no longer have to submit to the NICS check if you buy at a licensed firearms dealer.
Last, it gives you a foot in the door to reducing the licensing restrictions and enables movement to unlicensed concealed carry like they've done in Alaska and Arizona.
If you live in a state with a drivers license, you're already on a list. Don't sweat being on another list, in fact, the more on firearms owners "lists" the better, it gives the government thugs pause when they see how many gun owers there are in a given place. I like the idea that I'm clogging their lists.