For most LEO's honesty is your best friend. I would have let you go also without incident. Telling him where it is and that you have nothing on you eases his apprehensions just a tad.
I've been stopped maybe 4-5 times over the 43 years I've been driving, but only ticketed once. That was back when I was in college and was stopped for speeding by the proverbial "cop that would write his own mother". A number of other officers that I knew that knew him said that wasn't possible because they didn't think he HAD a mother.

Anyway, it was for 50 in a 30 and the fine was $10.00. Which was real money back then. I went to the gas station, got a full tank of gas, and paid the fine to the owner. Who was also the judge in the town court. Ah, New Hampshire in the old days.
One other time I got a written warning, but that was it.
As Parker357 said, being polite is the key. Honesty is also important. I was stopped by a NH trooper back in 2000. Also for speeding as it happened. Which I was doing. I knew he had me and had pulled over before he had the cruiser in gear.
There are several sites on Al Gore's Internet that will give you some clues to how to get out of a ticket so I won't repeat them here. The short story is that if you are polite, honest, and make the officer doesn't think you are a threat, there is a good chance that you'll skate with a warning. One officer once told me that he and most of the guys he worked with have already decided if they are going to write people they stop before the officer is out of the car.
Mr. Burg's account of his encounter is disturbing as I can't figure what probable cause the officer had for searching his car. Not that I doubt his account, it just doesn't seem to make sense to me.
To the poster from NE. According to USAcarry.org, your state honors a number of other states licenses, including ME from which I have a non resident license. I don't expect to be in NE anytime soon, so I won't be testing that.
As to letting an officer know if you are carrying. MA surprisingly doesn't require that. I've asked a number of officers about it, and it's split about 50-50. I did notify an officer once when I was carrying, but he didn't care, didn't ask to see my license, didn't ask me about my firearm. I've heard horror stories about other people who have notified officers and were treated pretty poorly. I guess it's a **** shoot and if I were traveling out of state I would notify the officer because I can't remember the ins and outs of all of the state laws.