There is a great little gun/fishing store in south bethany on RT1. it's in a small strip mall (I think that it is the southern most strip mall in Bethany) that also houses a Grottos pizza, and is next to a place that sells great sandwiches. Sorry, the names escape me. It is also next door to a designer decorating shop, so the missus (she'll love you all the more if you take her!) will have something to do while you are looking.
Hookem and Cookem Outfitters. http://www.hookemcookemoutfitters.com/