I'm in the same dilemma here in Dallas. I'm beginning to think that any walmart in the county of Dallas refuses to sell guns. Walmarts just outside the county sell them, but none (that I have checked) in Dallas sell them.
What about Sugerland? This is a great topic btw... Say what you will about their political policies, but their prices seem pretty good. And I remember fondly some of the quality exclusives from years ago.
The Walmart next to Katy Mills Mall sell firearms.