Charbons, an outdoor outfitter store, is having a going out of business sale. Don't think there's a lot left at this point but it might be worth a look. They are at 5 points, the Milledge Ave / S. Lumpkin St. intersection. Theres a good bike shop next door and another good bike shop is on Baxter St. just north of where it intersects with Milledge Ave.
There's an Academy Sports on Atlanta Hwy.
The best Athens gun shops are all in the same area. Its called Bogart, Atlanta Highway, near the mall. These are Clyde Armory, the Firing Lane, and Franklins.
The Firing Lane is an indoor range with machine gun rentals and they stock some good stuff for sale - springfield armory, RRA, etc. Good folks in there too.
Clyde is a "cop shop" with a big selection of AR's, AK's, Surefire, handguns, etc. Regulary have police trade in handguns at good prices.
Franklins is a more traditional hunting, fishing, gun shop. I used to like them years back but some of the folks in there can be rude and really sling some BS - its hard to recommend them because of that.