Don't get your hopes up as far as Hawaii goes. Gun laws are pretty much just stupid there. Idaho shouldn't be much of a problem, though.
Here in Montana all I had to do was go to a class that covered firearm safety and the legality of using deadly force. They gave me a certificate after I completed the class and I can just take it to some office and they give me my license.
The laws can be drastically different depending on where you live, though. If you can't find anything on the intrawebz about it, just try asking someone behind the counter at a local gun shop. They'll probably be able to point you in the right direction.
And yes, you can carry all kinds of stuff with a CCW. At least in Montana. I remember going through the safety/lawfulness class and there was a big list of what you could carry with a CCW. It had swords and knives and brass knuckles and all that good stuff. You just have to make sure nobody ever sees them or you could get hit with disturbing the peace and such.
EDIT: Here're a couple links for the process in Idaho: http://www.ehow.com/how_2061095_get-permit-carry-concealed-weapon.html
I have no idea how accurate they are since I've never tried to get a CCW in Idaho, but they should at least get you going.
And here's one for Hawaii: http://www.usacarry.com/hawaii_concealed_carry_permit_information.html
Again, I don't know how accurate it is, but at least give it a look.