Did a bunch of searching, and it seems that your concealed carry laws have been constantly changing the last 6 years or so.  I'm from WA state and I'm going to be visiting Nevada, and am looking for the easiest and cheapest way to get a concealed permit that will work, since you guys won't accept mine.  

From what I can tell, though the sources are conflicting, currently the best method is to get a non-resident permit from Arizona.  However, the Arizona permit requires a class of some sort.  Is Arizona still the best option, is there another state permit I can get that's cheaper and easier?

Hrm.  Seems Arizona permits are out....


Link....

Here are the current states, from the DPS website-

Out of State Carry Concealed Weapon Permit Recognition

*Effective July 1, 2013

In accordance with  NRS 202.3689 (effective October 1, 2007) the State of Nevada will recognize the following States' CCW permit holders:  

Alaska
Arkansas
Idaho "Enhanced" Permit*
Kansas
Kentucky
Louisiana
Michigan
Nebraska
New Mexico
North Carolina
North Dakota "Class 1" Permit*
Ohio
South Carolina
Tennessee
West Virginia


Now, keep in mind that the idea is that these states meet several requirements. The ability to check them by LE from other states is a major point. There is also a class and actual shooting qualification requirement.

If you go here you can see which of the above will get you the most other states as well
http://www.usacarry.com/concealed_carry_permit_reciprocity_maps.html

The Gun Store on Tropicana.

It's easy and FREE!

Difficulty: you have to make a trip here to take the class and apply for the permit, and then wait 60-120 days for the permit to get mailed to you.