As stated, Larry's Pistol and Pawn on the North Parkway; for pistols and revolvers only.
For rifles etc. there's Swan Creek, which may or may not be open. It's located off Hwy 31 between Decatur and Athens. On Hwy 31, go west at the intersection with the Caterpiller dealership (left going north, right going south). Keep going through 2 90 degree curves, first right, then left, then take the first right after the creek, about a mile from the left 90 degree curve. Requires an Alabama state hunting license.
Blue and Gray is located at the Guntersville Dam, but requires a membership, if you have to ask where it's located, you're not a member and can't get in. There may be a high power rifle match this Saturday, however. GD is about 20 miles from Hsv. on Hwy 431 towards Guntersville; go right at the GD sign, then the first left at a paved road (about 3 miles or so).
Hope this helps.
Al