I think that veterans should be allowed to carry in all 50 states without restriction. After all they have far more training than most anybody. Plus its a nice little benefit for serving your country.
I know a lot of slightly "off" vets that don't own guns, don't want to own guns, and quite frankly they would worry me if I thought they had access to a gun.
Being a military veteran doesn't automatically make you a good person. Nadal Hassan was a Captain in the US Army, and used his sidearm to kill 13 fellow soldiers.
However, on the other side of the coin...carrying a gun is not a privilege, it is a right, and if the guy/gal wants to carry a gun, then I suppose that is OK with me...but I am keeping my eye on him/her.