I bought my first shotgun from Dicks, and I've bought ammunition there and at Wal-Mart... but I try not to shop for guns and ammo at national chains.
While I look forward to Cabela's opening (don't we all?) it's important to remember that, when we buy a firearm there, most of the money leaves town.
Dick's and Wal-Mart can survive just fine without firearms sales. We can survive without Cabela's and Dick's. What we need is local gun dealers like Federal Firearms, X-Ring and even Targetmaster. They need us to buy guns and ammunition locally, so they can stay in business.