A few comments here:
As to the guns in bars issue, it simply varies from state to state and I'm sure it varies between law enforcement and civilians. I'm not a police officer of any kind but I do carry a pistol for personal protection. Arizona may be different than Colorodo and I don't know Colorado law.
I don't know what the policy in Arizona is for law enforcement but Arizona law prohibits civilians from openly carrying guns into bars or restaurants that serve alcohol whether they drink or not. Arizona law does allow concealed carry in bars and restaurants that serve alcohol as long as the civilian has a concealed carry permit, does not drink alcohol while on the premises, and the establishment is not properly posted "No Firearms Allowed." I carry my gun almost everywhere I go because I value my life and my safety. Carrying openly in a bar, consuming alcohol, or carrying in violation of signage are considered misdemeanors here and you are not likely to get in serious trouble for it. You will likely be simply asked to leave the club but a police officer could write you a ticket but probably wouldn't arrest you if you weren't being mouthy with them. I do personally think the same care should be taken with guns as with cars and heavy machinery. If you are going to get intoxicated, don't carry and don't drive.
Enough about that. As to Jesse's point, the encounter sounded suspicious from the get-go and you are not the only one Jesse. I run into this crap all the time. Now to be fair, there are transsexuals who are non-ops and actually like using their man parts but identify as female and want the rest of their bodies to be female (i.e. face, chest, etc.). Just as there are bisexuals, there are bigendered people and transgendered people who are not 100% one way or the other. I value this diversity in life.
Unfortunately, as you mentioned a lot of "->-bleeped-<- ->-bleeped-<-s" are into non-ops and pre-ops. There is nothing wrong with that as long as they treat us with respect and dignity for who we are. I have nothing against such diverse sexuality. The problem here is that a lot of these guys are not respectful. If that same man had gone up to a GG (genetic girl) and started talking about sucking, licking, ->-bleeped-<-ing, etc. he would probably be slapped in the face or she would get the bouncer and he would be tossed out of the place. Talking that way in most workplaces would get you fired. Anybody who would have the nerve to walk up to a stranger in a public place and immediately start asking about their genitals followed by discussions on their sexually explicit needs is a pretty sick person in my opinion.
What ever happened to normalcy and decency? It clearly is a respect issue. A gentleman who respects others and expects to be respected in return is going to behave accordingly. They will sit down with you and first introduce themselves (Hi, how are you, etc.) and ask non-controversial questions. At this point, race, religion, gender, etc. should not even be in the discussion. As the conversation goes on and the two of you are getting more comfortable then I can see the questions getting gradually more personal (i.e. "I apologize if I offend you in any way but can I ask if you are trans?"). Depending on how comfortable both parties are acting in the conversation should determine whether the questions become focused on pre-op, post-op, non-op status, transitioning, etc. As to graphic sex discussions and questions, they really shouldn't even be asked until you have danced, kissed, and shown enough interest in each other that even the bartender may be wondering if it is time for you two to leave and get a room.
Maybe I've just grown up differently than some people but I was taught to be respectful of other people's privacy, space, and needs. This is why I try to hang out in higher-end nightclubs because I run into less of these crap people although some of them still slip through the cracks. If this happens a lot Jesse, my advice is to check out some other nightclubs in the area. If you ever come down to Arizona I would recommend sticking to the Scottsdale, AZ hangouts for the most part.
I would even go so far as to say that such behavior is outright misongynistic. Would the same "gentleman" walk up to a GG and ask if her vagina was shaven? Her breast cup size? If she likes her clit licked? In almost any respectable establishment, he would be asked to leave and probably never return and he'd be lucky if she didn't hit him square in the nose. Sadly, these same characters feel they can get away with it with transwomen. This proves only one thing: they don't respect us and a term for it would be transmisogyny. If they did, they simply wouldn't ask those types of questions at least until it was obvious to both parties that the time has come to "extend things" after the bar close.
We all handle things differently. If anyone does that to me I will not hesitate to tell them off and I would definitely get the security and try to get him kicked out. If they are that desperate for sex that they don't care to know the person, there is a solution for that: prostitution. That way nobody is required to play games, offend, or get offended. They simply pay their money, get what they want, and the deed is done. I'm not going to advocate that lifestyle but it is my personal opinion that such guys who behave that way don't really deserve a woman other than a prostitute and they aren't likely to get a woman either at least not for very long acting that way.
Hope it goes better for you next time you go out! Britney