For a perminent home, anything that is part of your lifestyle needs to be considered. I am into guns, I wouldn't move somewhere as a perminent move where I can't own guns (and if I go through the trouble to perminently relocate from my anti-gun state, it won't be for another anti-gun state). I'm into fishing, I won't live somewhere that isn't within a few hours of an ocean or one of the Great Lakes (not to mention even closer to decent lakes or rivers for fishing). I'm an Orthodox Jew, I can't even live temporarily somewhere I can't get kosher food or find an Orthodox synagogue. For most, other than religion if you are religious (and don't see religious obligations as something that can be put aside for a few years), you may be able to sacrifice for a couple years in order to provide for a better future- there is a difference between a perminent and temporary move.
I don't fully agree that you have to live where you went to law school. It is true that people are more likely to settle near where they go to school- you've had your networking opportunities for your first job there, and you probably will stay where you get your first job. However, even without Harvard or Yale on the resume, it can be done. Go to the best school you can, do as well as you can, and you increase your options. Go to certain cities (DC, Chicago, LA, NYC) for work where they need a lot of lawyers and finding a job won't be too hard, even if you went out of state (all mentioned cities are anti-gun, but all have some decent areas within commuting distance). It may take a little longer to find your first job, but it can be done- work in the area where you want to settle during the summer, try to find alumni from your school in the area you want to move, worst case you may need to work for a temp agency for your first job. Heck, get a job with the government or in the military, they have plenty of options for lawyers, and you could be in any number of areas, and it won't matter where you went to school. Just be sure to take a job in your target area, since once you start establishing yourself somewhere it will be really hard to move.
So, if it was me, my first priority would be to go to the best school I could get into. If it wasn't in a pro-gun area, it is temporary, and see to it that you settle elsewhere. Use gun laws to evaluate two or more acceptances from schools of similar quality. Don't shortchange yourself (and your future) by not going to the best school you can get into just because it is in an anti-gun area.