My permit had been issued that morning, but I did not know that. I received the letter two days after my experience with the officer. In fact, I told the officer I was in the process of obtaining a CHP, and he said "what's that?" in a way that indicated to me that he genuinely didn't know what a CHP is... which I found odd. Because I didn't have a CHP on me, after my initial statement "That's my personal business, sir" all I said was "Virginia is an open carry state" - then calmly repeated that several times as he repeatedly asked "why are you carrying that" (pointing to my gun).
Generally, I think cooperation and a desire to inform and educate is the best route. Most LEO's are good guys, who are willing to work with people who are willing to work with them. Once a situation deteriates to the point where you are in custody (as mine did within 60 seconds), then you are better off saying very little. But before that, a calm effort to educate is probably best, as opposed to asserting ones rights (which is a perfectly legitimate choice for those so inclined, it's just not my style).