My take on the local shops . . .
McBride's: Been around a long time. Courteous staff. High prices.
Cost Plus 10: Been there ONCE. Surly old coot behind the counter.
TexGuns: Went there twice. Each time, counter person was only interested in shooting the bull with his buddy. (His buddy had some FAL receivers on layaway, and they were debating the merits of various FAL kits.)
Heritage: Did a lot of business there, but a couple of years ago the shop changed hands . . . I found out the hard way that the new owners are "ethically challenged." They used to have a BIG display at the SAXET show, but now they're absent. Heard through the grapevine of other people having problems with them. These days, they try to sell a lot of stuff on Gunbroker.
Red's: Original place in Oak Hill, and Red bought another range in Pflugerville. Prices are a bit high, but not as bad as McBride's. Staff is OK.
Sportsman's Finest: This relatively new shop in Bee Cave caters to a high-buck crowd - they stock things like Dakota and Blaser rifles. Fair amount of handguns, regular rifles, and Class III stuff. (I've seen UZIs, suppressed Walter P22s, and an M2HB .50 for $22,000+) Nice guys, always friendly, but prices on new are a bit high. Seen some reasonably priced used stuff.
Sportsman's Warehouse: Friendly service, big selection, LOTS of reloading gear, competitive prices. What's not to like? (I bought a new S&W here earlier this year during their "5% off customer appreciation" sale. Considering their price was significantly lower than the competition to start with, I did OK.) Downside: I don't remember seeing any used guns.
Academy Sports: Good place to buy 9mm ammo at "cheaper than Wal-Mart" prices. Limited handgun selection.
Oshman's Sports: I think they just became "Sports Authority." Seem to be schizophrenic on handguns - at the one I went to the store manager - not the gun dept sales clerk - was the only one with a key to the gun case, and he made a point of mentioning that he wished the store didn't sell guns, because he didn't like them. (Once the manger walked away, the sales clerk apologized and told me nobody liked or respected their <string of expletives> manager.)
Advanced Armorments: Up in Round Rock. Tiny inventory, but if you're in that part of town, I understand the guy is real easy to work with when it comes to processing transfers. (For example, if you buy something from out of state on the Internet and need an FFL to do the transfer.)