DURY'S is the only decent gun shop in San Antonio. They charge fair market prices. If you want to get your eyes poked out then there is Texas Guns on Bandera or Nagels on San Pedro; both of which charge more than retail on most of their items.
Your best bet if you know what you want is to find an FFL holder who runs a business out of his house (NO OVERHEAD) and just shop online.
STAY AWAY FROM GUNSHOWS. Suprisingly with the freedom to own so many different kinds of guns in Texas all that can be found in the SA area is Garbage. Can't speak for the Houston or Dallas area but SA stinks for any real selection of firearms...
Durys is probably the best, They are a little more expencive however, they offer a lifetime warranty with all of their guns. Sportsmans warehouse is a very close second but ever since the election they have had a practically no simi auto pistols and NO Ammunition. the way Nagles steals from people I don't know how they sleep at night(Mossin Nagants for four and five hundred dollars not the nice ones either). Academy is good I don't even think the customer service is that bad they just have a very limited selection.
I bought my HK USP 9 from an FFL out of his garage, I got my FNP40 from Bass Pro Shops and I got my Remmy 870 and Marlin 336C 30-30 from Sportsman's warehouse. Sportsman's is the better place. I've been thinking about getting an FFL for me but after reading the rules/reg's I got a headache.
Been to Dury's, was looking to buy a safe. Couldn't even get waited on. Nagles can have deals, you have to know where to look, AND how to counter an offer. Remember that they go by BB. Might also point out that I've never run across one of his gun sales reps that didn't shoot, and know guns pretty well. Only an idiot would mention Texas Guns and ANY other shop in the same breath - Texas Guns stands head and shoulders above ANY other shop for being overpriced and overpushy.
Notice no one mentioning Powderhorn - I've dealt with David Day (and before him, his Dad Bob & Mom Betty) for 30+ years now, and have always felt like I got a fair deal. Not the largest selection - it's a somewhat small shop - but a good one, IMO.
I'm not from San Antonio, but do try to hit a shop or two when I'm in town. I have to agree with most of the above posts. I thought Nagels was a little expensive. Durys was a little better on prices, I went on a weekend and the service was good. Powderhorn's prices were the best and the guys were nice.