Compared to O'Reilly, that could be true. You have to listen to O'Reilly when he talks about the Second Amendment. He's certainly not your typical conservative, but more in line with Bill Safire, George Will and Charles Krauthammer on this matter. At least Will has the intellectual honesty to say the Second Amendment should be repealed, something that's quite unlikely to happen. That doesn't mean these pundits are wrong on other issues.
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Geraldo did an interview with O'Reilly about a year or so ago. I took it from that interview that both of them were packing. Geraldo asked first and O'Reilly responded with, "Are you?". Geraldo said he wasn't telling and O'Reilly responded that he wasn't either. Neither would admit to it or deny it but it seemed like both were "packing", as they put it.
Krauthammer I disagree with bigtime on this, but at least he's honest about it as well as the point of the AW ban. O'Reilly is a joke on this issue.