I always carry whenever I'm in a bar (this is in Utah, and Nevada). It is entirely legal in these two states. I never drink a drop (I'm not a drinker), but sometimes end up at a bar to listen to the bands, eat dinner, etc..
Other states should look at Nevada and Utah as examples. I have never heard of a single problem with a person drinking and carrying. I'm sure the media would be all over the story if it were ever to be an issue.