Companies to look at if you want to do defense contract type work include: Boeing, Lockheed-Martin, General Dynamics, Raytheon, and Northrup-Grumman for the big players. There's also any number of smaller places, some will be sub-contractors to the big boys, some will be trying to become big boys in their own right (or hoping to get bought by the big boys).
If you want to do missiles and bombs, Raytheon Missile Systems in Tucson is a good place to go.
If you want to do tank guns, and similar armaments, General Dynamics in Vermont may be worth looking into.
Boeing does most of their military aircraft in St Louis (the former McDonnel-Douglas facility) and to a lesser extent Wichita, KS. They do some military stuff in Seattle too (F-22). Boeing Helicopters (think Apache) is here in Mesa (Phoenix area).
If you want to work in satalites PM me. I work in that field as a structural analyst.
Then there's submarines and surface Navy ships. For that look to N-G and GE in Mississippi and Maine.
There really is not a whole lot of effort going into the design of new pistols and rifles. Most of the work that is going on is refining the ergonomics, or improving reliability or developing a new whiz-bang caliber. There's probably not that many people involved in that kind of work, and I doubt it pays nearly as well as defense contractors.
Edit: Are you a US citizen with a clean criminal record? If you can't answer yes to both of those questions you probably won't get a job at any of the companies I mentioned above. Minor stuff like simple speeding tickets won't matter, but a DUI or anything violent or that shows you're not trustworthy (fraud, theft, etc) will probably be an automatic rejection.
