Wow, that's too bad that your options are like that up there. I guess that also shows the difference in cultures surrounding guns though. Around here, you'll find some sort of gun shop in almost every town with a population of more than 50K. There are dozens of gun shops in Amarillo, where I used to live, and it's about the same size as your city and there was at least one that had an indoor range where they would let you test guns before purchase. Every store I've ever been in, the guys will nearly fall over themselves trying to help you, even if you tell them you're just looking.
The worst part about buying a gun, especially for the first time, is that you never really know what you'll like until you've fired several different types. Do you have any friends that have guns that might be willing to take you out shooting somewhere? That's how I got started, shooting my Dad's and Brother's guns.