The first rule of open carry is to know where you can and can not carry. No it is not illegal to carry a firearm in casinos or malls, however you must comply with the wishes of private property owners. If they do not permit firearms on their premises, they may ask you to leave. If you refuse to leave, the worst that could happen is a trespassing charge.
The second rule of open carry is; don't ask, don't tell. Don't ask them if it is okay, don't tell them you are going to do it. Just do it, and let them be the ones to tell you they don't allow it. If you ask first, they are just going to say they don't allow it because, lets face it, most sheaple assume it's not allowed unless you wear a badge.
When open carrying, be on your best behavior. it's harder to kick a person out of your establishment who is acting like a lady or gentleman. Dress nice, if you look like a thug with a gun your gonna get treated like one. If you look like someone who cares about their appearance, you will be judged differently than someone who does not.
I'm not saying you have to dress like you are going to church, but just think about the little details. Speak to people they way you want to be spoken too and be a model citizen. It's hard to be scared of a gentlemen who holds the door open for you and says hello with a smile.