Dig the sig Boba Freekk, right to the point 
I've never had a problem here in Vegas with the gun either. Just use common sense. And it's best if you're with a group of other costumers, sort of becomes a big package and guns are part of it. If you're by yourself and you need to take it from point A to point B it's best to cover it with something.
At SDCC02 I carried it to and from the con in a large con bag. They peace-tied the guns to our costumes there but that was another heightened security deal. The sec. officer that grabbed me was nice and allowed me to tell him how I'd like it tied so that I could still carry it at the waist properly. Kim wasn't so lucky with her Zam rifle though.
Personally I would go with the suggestion of noting to the organizers or officials that you have a ray gun and that it's part of your costume. Emphasize that it's plastic and could never work. Doesn't matter that it looks lethal, it's still the truth 
Bottom line, use common sense. If you're by yourself and carrying a large menacing rifle, especially with a scope!, be prepared to raise some eyebrows.
Phil