I’d strongly recommend a Texas License to Carry permit if you plan to do this, as it makes State Troopers in Colorado and New Mexico a good deal more relaxed if they pull you over, and if they ask if you have a firearm in the vehicle. As to the firearm, I guess it depends where you are going. Me, alone - I’d take one, for sure. If you feel you would rather ride with it than leave it in the vehicle, the Smith & Wesson M&P Shield 9mm is pretty compact and light. If you’re gonna stash it in the vehicle, there are plenty of after market secure storage options for vehicles.