If you don't have much time, go to the following three:
1) Frontiersman not far west of downtown Minneapolis. Good selection, including used.
2) Gunstop if you like reloading. The gun shop is nothing special, but the reloading business is fantastic.
3) Cabelas north and west of the twin cities
Start at frontiersman, head west then south to gunstop, then head north to cabelas.
