I don't know about the out of state thing but for in state CCW, I think there is some merit to letting the officer know by virtue (as previously stated) of handing over DL, Registration and CCW and let them ask the question. I don't advocate doing it in hopes of getting off but there is (in my opinion) a better chance that the officer will look at you as one of the good guys given that you have been vetted and trained. Secondly, the fact that you have a CCW is listed on page two of you driving record that the dispatcher can see if they go to page two. They don't always. But ... I would rather that the information be given to the officer under terms that are dictated by me as opposed to some dispatcher that may be new, distracted, alarmed or for some other reason. Suppose they communicate to the officer that you may be armed. Imagine how that may be heard, interpreted and acted upon. I would rather have that information under my control rather than from a stranger. I got pulled over once, did as described above. I didn't get a ticket and the officer thanked me SPECIFICALLY for informing him that I was carrying. He appreciated it.
So just because some people say never do it, and Duh and common sense dictates as such, there are two sides to every coin. Take all of the information given, press it through your own filters and do what makes the most sense to you.