I like Rays Sporting Goods in Oak Cliff. Gun Gear To Go in Plano are nice people.
X2 on Ray's near downtown Dallas off Singleton. Good selection and friendly staff.
May be too far from you if you're in the northern DFW area, but since you mentioned small, local shops, there is also Bullseye Range and Guns in Duncanville. Their prices were a little high last time I was there, though.