Erin Palette at Lurking Rhythmically has a guide to buying guns if it's your first time.
And it's good stuff. In short: Dress for the range and for the store, keep in mind the culture and ask questions. And be confident but don't act like you know more than you do.
You are dealing with a fair chunk of chance so your interaction and what you learn is important.
Also this Pony Pistol(no not that kind of pony) is just plain adorable.
Also talk about a small world, given I found about Erin inspired this at Weerd's.
Oh and Act of Valor is a very fun action movie. Not much plot and meh-ish acting from the protagonists (who are Seals and not actors so okay), but very good action and a really good pace. As someone said in the GBC chat last night, it's gun porn. Watch if you like seeing Seals shoot guys.