It maybe a 1-1.5 hours away from you, and i have never bought from them. But i have found that Benton Shooters Supply in Benton, TN had the largest selection of guns that i have ever seen (including the BPS in Atlanta, and the Cabelas in Utah). And they are set-up to allow you to actually browse them without a salesman at your side. I have always been impressed at the set-up. In a perfect world it is what a gun store should be.
A long gun or shot gun can be purchased in person in another state. A handgun must be purchased in your state or else they must ship the firearm to a FFL in your state who will then run a background check on you before allowing you to take it.
So in this case the TN FFL that you bought the gun from must ship the gun to a GA FFL that you choose, then you go to the GA FFL, have your NICS paperwork done and pay a handleing fee($15-$30 usually), then you can take home the handgun.
Grants has a large selaction of deer rifles and hunting shotguns, along with a few pistols. Note--The hunting stuff does nothing for me. If you are into 3-Gun and pure Rifle Competion they do carry a very slim selection of Bushmasters. Pistols for sale is decent with a selection of Glocks, Sigs, Colts, Kimbers and SA's. The good news is that if you know what you want, Grants will be happy to order for you.
Classic Pawn in Chickamauga carries a decent selction of new RRA's, MIA1's and S&W M&P15's. They have a nice section of Glock's, Springfields (1911's and XD's) Colts, along with S&W and Ruger
Benton Shooters has a great selection of hunting firearms. However, much else in the longgun section. They also have a good selection of pistols. But being GA residents, that doesnt do us any good.
There is a nice little shop that just opened up near me in Acworth recently called C3 Sports. They have had a site in Dallas for a while, I believe, but they just opened up a new one on 41 in Acworth, just south of Mars Hill Road, in the Kroger shopping center.
The folks in there are real nice and they told me that they were considering opening a range in that area if the shop did well, so get in there and buy something! The prices seem reasonable and you can shop online at the URL I linked above.
I have not bought from them yet, but my wife is in the market and we will most likely get her pistol there. The sell some really nice looking rifles and shotguns as well.
Check it out!
UPDATE: Don't be discouraged by the fact that there website doesn't have a lot of guns available. They definately have a large selection of stuff in the store that isn't shown on the website. Go check them out.