Wherever my carry permit is legal, I carry. That's just a sad reality of my city. Though all of the suggestions in this thread have merit, I decided to focus on the ONE item which I know for a fact will clear airport security.. and is legal everywhere I've been.

If you don't want to look like a potential victim (Chris has a point... when I lived in NY I tried to look "street crazy" much of the time).. you walk with it held in your hand parallel to the ground. But I'm sold on the idea. With a little training, you'd be amazed what you can do. Look here or go to your medical supply store and get a sturdy aluminum telescoping cane.