We've had some discussion on this topic before, and here's a quote from one of those discussions:
NcongruNt wrote:
With the exception of my father/stepmother, my girlfriend, & the one friend who got me into shooting and ultimately my CHL, I don't disclose to anyone that I am carrying. The only time it IS revealed is at the range with friends, when I go to the line and clear my carry gun to change out to practice ammo. By then we've already done some rifle shooting and is a good time for discussion about CHL and self-defense with new shooters. At that point, we've gone past the "guns are scary" feeling of most shooters to a more realistic exposure to what guns are and what shooting is really like.
Since that post, the list of people who know I carry has opened up a bit, but the guidelines of who I tell is still the same.
My direct family for the most part, knows I carry. I have a younger sister and older brother whom I've never told directly, but I believe at least my brother knows via my dad. We're having a post-thanksgiving family range day this weekend, so it should be quite clear to all of my siblings that I carry by the time that is over.
There are a couple of close friends added to the list, mostly folks I have taken shooting and one friend/coworker whom I hunt and talk guns with. I still don't disclose whether or not I'm carrying (except at the range or in new-shooter pre-range safety instruction) and anyone who knows about my CHL is asked to respect my privacy and not to tell other people about my carry status. My girlfriend's parents and her sister, brother, and brother-in-law also know that I carry, as we've all gone to the range together and cleaned guns at her sister/brother-in-law's house while out of town.
Obviously the people at forum days and local meet up events know, but we're pretty much all CHLers there.