Benefits of the EZ-2-Get Permits
Take the class and get a Nevada non-resident CCW.
BTW open carry is not illegal here however the casinos will frown upon it.
It strikes me as an interesting twist that you could take the class and get a Nevada non-resident CCW by going to one of the online shops, I just looked one up just for fun and found this:
AZCCWONLINE
There's also the Idaho online permits, here's a couple examples for where to get them online:
http://prismfirearmstraining.com/
https://www.concealedcarryonline.com/idaho
However, just getting the permit is not all you get, you also get: the reciprocity (whatever states honor that permit) and,
you also get "Permanent Brady'd" which is to say that AZ is one of the states on the Permanent Brady Permit Chart:
https://www.atf.gov/rules-and-regulations/permanent-brady-permit-chart
The benefits of that are, for AZ, concealed weapons permits qualify as alternatives to the background check requirements of the Brady law (for no more than 5 years from the date of issuance, per the ATF). Not "permanent," but better than having to undergo background check(s).
Another benefit to this is getting the permit as a sort of legal defense. As a lot of people now know, the Social Security Agency, the Department of Labor, and other agencies are sending in information to NICS without individuals' consent in an effort to flag millions of Americans and thus (in part on the basis of executive orders or actions of the Obama administrations, but implemented out through rulemaking proceedings of the SSA and other agencies) without due process, decide that people's data should be used against them to designate people as prohibited persons in NICS.* Of course, there is no basis for this and there is no due process nor does anyone get to contest in court whether or not their data should be used in that way, until it is used against them and they are effectively stripped of their rights, then they are in a situation where they must contest it legally. At that point it is very difficult to do so because the damage has already been done and it is next to impossible to reverse the actions that have led to your name and information being used against you in a strange governmental database that was not developed with appeals in mind.
Here is where something like the AZ permit is a defense in such a situation (or any permit from a state on the Permanent Brady Permit Chart, such as Alaska, Idaho, etc). If you have one of those permits and then at some point next year the SSA or DOL finalizes their rules on how they are sending data to NICS and starts sending people's data to NICS (and you get flagged with a "prohibitor" or a "prohibited status,") your permit will serve as part of your legal defense. In fact just to have it you had to go through a background, and the ATF considers it an alternative to requirements of the Brady law / NICS.
*Footnote: As of the date of this post (May 20, 2016), there is still time for you to comment on the SSA rulemaking I referred to above, at
https://www.regulations.gov/#!documentDetail;D=SSA-2016-0011-0001 (look for the Comment Now button) -- and also, there is still time to comment on the DOL rulemaking at
https://www.regulations.gov/#!documentDetail;D=DOL-2016-0004-0001 (keyword search for NICS once the page loads to read the proposal relevant to NICS / background - and look for the button at the top right hand part of the page that says "Comment Now" to comment).