lordtrader, first I would like to welcome you to Texas, you're gonna love it. I live about 45min north of where you are moving to in Sherman, its a straight shot up 75. Anyways, in regards to travelling through Texas with a concealed handgun, I would advise against it. Should you find yourself engaged in a traffic stop and are found with a concealed handgun, especially being from out of state, you are likely to get a free trip to the pokey. Under the Texas Code of Criminal Procedure the traveling clause is defined as a defense to prosecution. Basically it means that after you are arrested and you get your day in court you can explain to the judge, if it goes that far, that you were in the process of traveling and that you should be exempted from prosecution under the law. It is then up to the judge to decide what to do with you since travelling is never actually defined in the TCCP, though it is usually understood to be crossing at least three county lines. Please dont think of the exemption as a "stay out of jail free card" because it isnt.
The best advice I can give you is to get on over here and establish residence, then apply for a CHL. Then you can carry legally pretty much anywhere and not worry about it.
Drop me an email whenever you get settled in and maybe we can head out to Collin County Gun Range in McKinney and go shoot my machineguns if the paperwork would ever go through.
Hope you enjoy your new home.
Michael