That is Colonial Gun Shop in Hillsborough. Lots of guns, some rare. (really rare)
When in Raleigh, take an extra 15 minutes and drive out on US 264/64 and go to Perry's Guns in Wendell. They have a good selection and reasonable prices on some things. I did get ripped off the other day on a stupid non-gun item but they may have made a pricing mistake. They will give you good prices on guns and I recommend them.
If you are going out towards the mountains of NC, you have to go to that big gun shop in North Wilkesboro.
If you go towards the beach, go by Flatwoods Outfitters. They are just outside Jacksonville (going east) in Hubert, on highway 24. They have a full set of firing ranges, Trap, fishing ponds, horseback trails and stables, archery, and a bar. Nothing better than having a drink after shooting a few hundered rounds! Also have a decent little gun shop featuring military and hunting weapons with a dedicated archery/black powder shop across the parkinglot. An armorer is on the premesis. Lots of military guys there...Camp Lejeune is 10 minutes away.