Along those lines, having a holster tucked under your jacket is great. It's a classic movie/story scene where the character is talking to somebody and suddenly spots the outline of a holster/pistol in the crook of the arm. It immediately takes the conversation up a notch, which is great for a number of things.
The idea would be that players get a chance to spot concealed weapons based on their perception and weapon skills. First check would be size of weapon and your perception. Obviously, it's going to be a lot harder to notice a butterfly knife tucked under Razor Girl's thigh than it is to spot her rifle sticking out from under her trench-coat. First one, if succesful, would read something like:
"It looks like RazorGirl might be concealing a rifle beneath her clothes." This would be embedded in her description like existing holsters are.
The second would be a skill check against the looker's skill in that weapon (if this is possible). A person with great perception but shit knowledge on rifles might see that there's a rifle, but not what it is. In the case that you know your pistols like a real pro, you would see "It looks like RazorGirl is concealing a Ruger beneath her clothes."
As for saving throws for the concealer, maybe a higher disguise/agility allows you to hide gear a little better? Not sure there.