Not only is it okay to have ccw permits from more than one state (as far as I know) but its highly recommended for the reasons already posted. For instance, my MN permit to carry isn't recognized in Ohio, but if I get off my lazy butt and get the FL permit that I paid extra for training for, I'd be legal to carry when I go visit my friends in the buckeye state.
Also, some states don't have the requirement that as a resident you must have a permit for that state. Then its a good idea for overlapping permits with spaced out expiration dates. When one expires, you're still covered by another until you're able to renew. If your state allows that, anyhow.