I don't carry my papers, there's no reason when a simple radio check will tell them what they need to know. Besides that we don't need to run around proving we aren't criminals, when do you draw the line, when you carry a reciept in your wallet for your wallet to prove you bought your wallet? Gimme a break.
Unfortunately, if asked, you need to be able to produce the cert. If you can't, the firearm can be held until the cert. is produced.
But do whatever turns your crank. Its your decision.