I keep an arrow on the string unless I'm moving through thick stuff and hang-ups get to be a hassle. On a related note (forgive me any-one who has heard this story from me I seem to remember posting it a while back) a few years ago a friend and I were coming off of one of the steep courses at Denton Hill and were walking parallel to and about 30 yards from a guy wearing a side quiver on his right side his feet slipped out from under him straight down the hill and he landed flat on his butt, the quiver hit the ground and angled perfectly to insert a nock in the guys' nostril at a good rate of speed, enough to get some blood going and shake the guy up some, accidents happen, is walking with a broad-head "loaded" more dangerous? It definitely adds a degree of danger. I think if you're not comfortable doing it then you shouldn't, be careful so you can enjoy what you do for longer.