In case no one has told you, if you have pistoles, DON'T bring them to New York.
I'm going to Nanuet. And I'm only armed with my sharp wit.
Master Class Shooters' Supply in Monroe, Bob's Gun Exchange in Goshen, and Gander Mountain in Middletown are an easy drive. Davis Sporting Goods in Sloatsburg is close, but some people do not get along with the sales staff. They do have a lot of stuff, though. The Firing Line in Pearl River - if it is still there - has an indoor range and an okay selection.
For trail maps and other stuff, check out Ramsey Outdoor in Ramsey, N.J. on Route 17. It is not the one where they shot the Sopranos episodes. If you bowhunt, ask Sean about Jersey bowhunting. The non resident cost is a little steep, but there are plenty of deer management zones that have daily bag limits for antlerless deer. You can fill up your house with venison.