I believe that the only US states that have gun laws as strict as Canada are New Jersey, Rhode Island, Maryland and New York. Only a handful of states do not have some system for issuing CCW permits, although there are several (California and NY for example) where you might have to spend years jumping through legal hoops to get one.
Even in the "bad" states getting a license to buy/own (as opposed to carry concealed) a handgun is not that difficult and usually allows you to transport it anywhere you can legally possess it including to ranges, shooting matches or carry it while hiking, camping, etc. - as long as it's not concealed.
Our federal law says you can legally transport a firearms (including handguns) unloaded and not readily accessible in your auto through any state as long you are legally allowed to possess it in the state you came from and the state where you are going. Although common sense dictates that you avoid traveling through certain states (NJ for example) anyhow.
My state of North Carolina has a 'shall issue' permit system that says if you have a clean record and take a training course that your local sheriff MUST issue you a CCW permit. And with the reciprocity agreements we have, my NC concealed carry permit is valid in 23 other states. If I plan my trip correctly I can travel from the Atlantic to the Pacific and from the Canadian to the Mexican borders and carry legally the whole time.
We have had this system for 12 years now and as of April 2008, of the 117,000+ permits that have been issued in NC only 712, or 0.0006%, have been revoked.
Do you think any of your MPs want to hear that?