Don't know about gunshops, but I've spent alot of time in Albuquerque, top things to see, IMO.
1. The mountains on the East side of town have the 1st or 2nd longest tram in the world, just look for the glistening cable going up the side of the mountain. If it's not too windy, they run a traam every 15 minutes to the top of the mountains, offering an awesome view of Alb., and have a decent restaurant up there too. The ride up goes over some really jagged ridges and is beautiful.
2. Kirtland AFB (which is part of Albuquerque airport) has an "Atomic Weapons" museum, which is cheap to get into, and has lots of cool stuff, including nuclear artillery, and a good inside museum with lots of examples of nukes, including the latest air carried stuff, suitcase bombs, and an infantry launched nuclear weapon called the Davey Crockett, about the size of a basketball, and launched off a rifle.
3. For the best BBQ, go to the State Line restaurant (look up the address in a phone book), excellent, BBQ, and nice sunset from there.
4. A couple OK Indian Casinos are on the north end of town, just as your're leaving city limits, if gambling is your thing.
5. Santa Fe is only an hour's drive North, and has alot of neat historic stuff, including a church built around 1620 or so, and lots of good eats. Just head for the center of Santa Fe. They have really good bus tours that explain the history of the town too.