REI: 55 Fwy at McFadden, in Santa Ana. From the convention center, take Katella to the 5 fwy, head south. Merge to 55 south, but stay in the right lane. It spits you directly onto McFadden. Turn left at the stop sign into the parking lot. Apparently there's on in Huntington Beach, but I haven't been to that one yet.

Army-Navy Stores: Orange Circle (they filmed "That Thing You Do" there). Take Katella Rd east from the convention center, turn right on Glassell. It takes you to the Circle. The store is on Glassell, on the south side of the circle.
There's also a decent one on Pacific Coast Hwy. Take 55 south till it deadends, onto Newport Ave. Keep heading south, then take PCH North (or west). It merges on the right, just south of Hoag Hospital.

Book stores: Sorry, it's mainly Borders and Barnes & Noble.

Gun Shops: The orange A-N store has them. Really, just look in the yellow pages. There's not a LOT of them, and most are pretty dull. There IS one I liked on Beach Blvd, just south of the 22 Fwy. From the convention center, head south on Harbor, take 22 west, exit south on Beach. It's not on Beach, but it's on one of the major intersections (sorry, I don't remember the street and I'm in Detroit for the year). Northeast corner. Also, Guns & Grants, in Newport. Take the same direction as above down to Newport Ave. It'll be on your right, about 3/4 mile after the 55 Fwy ends.

I can also point out lots of shopping malls, beaches, other things in SoCal. So can a few others here!