Woot! Now off to the Wally Walk with you!
Careful with that one. I have the dubious honor of living in a state where the Cabelas I might patronize (less and less so because that particular location is going downhill rapidly) is probably not by coincidence located next to a Wal-Mart. Nothing fishy so far, right? Go to Cabelas, get your carry piece, strap it on, then wander next door for some range FMJ.
I found out in a roundabout way that may not be a good idea. The Wal-mart didn't carry vodka to go with the bottle of Bloody Mary mix that caught my eye wandering the aisles. When I asked where it was, I found out the Wal Mart doesn't carry it, as they're on tribal land and don't have permission from the Tribe to sell alcohol.
Now, chances are, our OP isn't in the same area I am. May not even have a lot of tribal land in his area. But I bring it up to get him/her thinking. In this case, I'm pretty lucky. This particular tribe is fairly firearms friendly. They kind-of-sort-of-mostly recognize the state issued permit, and for the rare chain of events where they wouldn't, you can get (I think shall-issue) endorsements on your state issued permit for the modest fee of $15.
There are other tribes in the area that are apparently less so. Even finding this information can be difficult. Some tribes have their tribal law on the internet, some don't. And there is some question as to what would/could actually happen to me if I was carrying, and stopped by a tribal officer. While I'd like to know the answer, I'm not interested in finding out the painful way, which may ironically be the easy way.
There's another thread going on right now about concealed carry permits, and out of state visits near a school zone. When I visit some out of state family on their farms, I'm pretty safe, but if we go into some of those incredibly small towns that have a school in them, I might not be. That's something I have to pay attention to.
What I'm getting at is - Permits are great to have. But you've still got to pay attention to where you're going. Not everywhere, even in the state that issued your permit is created equally. Not even the Walmart.