Sadly I understand this too well.. not allowed to bring my personal gun on federal premises. But when I'm not at work I don't go anywhere without a gun. Sign or no sign. There's only 2 places, which I rarely visit anyway, that I go without a gun which is the bank, when I go inside(rare) and the post office (which is also rare). Other than that you would never be able to even tell I had one on me. But my Walmart and Target and etc trips... I'd rather be kicked out of a place, if somehow they magically could tell, than to go unarmed. Especially with all the craziness getting crazier lately. Of course I'd respect the notion of if they told me to leave or put it up I'd follow up and leave, but till then my gun is like my phone or wallet. It's almost always on me or within reach.
I go inside to two different banks while concealed carry all the time. Neither bank (Bank of America and Arvest) forbids it, though Arvest asks for no open carry. I won't carry on federal grounds and if I'm to partake in adult beverages (which is rare now).