I enjoy going to Shootin' Den. One of the employees (Laura) and I were friends back when I was stationed in IL. The owner died on Dec 18th and his estate is in probate so the continued status of the store is up in the air. Aside from the guns, they have lots of reloading stuff (and other things - even an archery counter) that the other stores mentioned always seem to be out of.

Shootin' Den
420 W Fillmore St
Colorado Springs, CO 80907
7196343331
Take the Fillmore exit off of I-25, go East (that's AWAY from the mountains for those who are geographically limited) about 2 blocks. It's in a corner strip mall on the left (North) side of Fillmore.
http://coloradosprings.citysearch.co...ootin_den.html

As far as the post for Specialty Sports: Usually a very good selection of firearms and accessories, but their prices are hit-or-miss and sometimes the employees can get downright nasty. They usually have pallets of bulk ammo at decent (not great) prices though, so... It's definitely a place to drop into during your visit. I know the address was listed, but to simplify finding the place, they are located at the intersection of Murray & Fountain Blvd about 3 blocks East of Academy Blvd. To access their parking lot, you need to turn South onto Murray as there isn't a turn off directly from Fountain