It's a mixed bag around here. My plan for dealing with it is to be repeat business. I'll start by buying ammo and components from a shop on a pretty regular basis. It lets me get a feel for them, and them to start learning my face and name. Lots of times, you can find out just what kind of gun store you're in by going in, perusing their stock, and making smaller purchases.
Then they get to know you. And once they know you, and know your money's green, and you actually spend it, well, you tend to find that the service gets better. Currently, I do the major bulk of my local business with three shops. At two of them, every employee knows my name, and at one, they all know my face. And they know I spend a lot of money on gun stuff. And if I want to order something they don't have, they crack open the catalogs right in front of me and we go through them together until we find what I want.
I've found that gun shops are odd, in that the loyalty has to be built bi-directionally. Customer loyalty breeds shop loyalty. In many shops, the disparity between the treatment of the anonymous browser versus the regular customer seems to be much wider than other industries.
And you know what? I'm absolutely fine with this arrangement. Because I get to feel a shop out, and they get to feel me out over time. And what happens is, in the end, the guys that will take care of you get the business.