well first of all you have reciprocity (Texas) for Concealed carry with AZ so you have that option.
I am from phoenix but I have a summer home in Prescott.
1) Prescott is reaonably open carry friendly. Ruger manufactures near there, Davidsons is there. J and G is there. Gunsite is near there. Most people will not give you a second look. There are alot of californians moving in, especially in the Prescott valley (suburb) area. Sometimes they almost freak out.
2) DO NOT CARRY A LOADED GUN (chambered or mag inside gun) off of a highway onto any indian reservation in arizona. Highway travel is exempted (see below). If you must go onto the Reservation, pick yourself up a lockable container that is designed to carry guns, unload it and place it out of reach in your car. This will shield you from most bs.
If you carry a loaded or unlocked gun onto Indian reservations there is a 99% chance that the police will steal it from you. This is not a joke. Some people say that the cops are getting better there: I have not seen it. My cousin has had two guns stolen from him that way, and both were unloaded (but not locked) at the time.
Arizona law protects you if you are traveling on a highway or state-funded roadway, and there you can carry a loaded gun openly, even if that roadway passes through a reservation. Howver, when you stop to get gas or go to a casino you are fair game if it is not unloaded and locked away in your car.
Stay off the reservation, and there are quite a few in and around prescott. Other than that you will have no problems.