In general, pretty good. Some places are a little friendlier than others. The one MAJOR exception is the City and County of Denver where you would be arrested for open carry due to a "non-decision" on preemption by the courts. I'm sure others will chime in with more detail, but suffice to say that open carry isn't much of an issue here, it's not REAL common, but neither is it unheard of.
Hope you make it to at least visit our fair state. (I'm a CO native, but spent a few years in Tucson, and about one in Phoenix during my USAF career so I have a soft spot in my heart for AZ, too)