This is all my opinion/experience, so take it for what it's worth.
Davi's on Capitol Blvd is way overpriced. Many of their employees don't care about giving your good service and the rest of the employees are heavily opinionated mall ninjas. They have the best selection of tacticool guns and accessories.
Eagle 1 in north Raleigh isn't actually in the old Davi's building. It's the next building down the road. Their selection is somewhat small for the size of their store, prices are ok, and customer service is good.
Hill's Sporting goods on Capitol Blvd near downtown is overpriced on many things (most guns are overpriced), but have good prices on other things. It just depends on what you're looking for. They mostly have mid to higher end guns and accessories. They do carry reloading equipment and supplies. their powder and bullets are reasonably priced.
Their employees, while nice, aren't the most knowledgeable.
Their hours are short though. I think they close at 5pm and aren't open on weekends.
Personal Defense and Handgun Safety Center (PDHSC) is my favorite. They're on the right side of Tryon Rd east of the intersection with South Saunders st.
It's a small shop/indoor range, their selection isn't bad, prices are between great and reasonable (except for the Ruger LCP, they charge $450 for those).
Their customer service is great. They won't push you into buying anything and they're knowledgeable.
Lawmen's is a little hard to find, but they're a short distance down the road headed east from PDHSC (the second road on the right leaving PDHSC).
They have a good selection of duty style pistols and a fairly small selection of long guns.
They have the absolute best prices on handguns. Most are $20-30 cheaper than other stores.
They also have good prices on ammo, like $25 for a 50 rd box of 9mm Speer Gold Dot +P.
They have a few police trade in guns. I got a Sig 225 with lots of holster wear, but excellent mechanical condition for $300. Police trade in Glocks are $400.
They're only open to 6pm I believe and are closed on weekends (because their customers are mostly...guess...LEOs)
Perry's...they're ok. firearms are consistently about $10-20 more expensive than other decent shops but their selection is huge.
If you find yourself in Rocky Mount (1 hr east of Raleigh), then there's Shooter's Indoor Range on Hwy 301 on the north side of Rocky Mount.
Their selection is normally pretty good but they're a little understocked right now. Their prices are like most gun shops or a few dollars more. Their range is good, but it's handguns only.
Billy, the owner, can be short and cold sometimes and other times is a really nice guy. He's knowledgeable.