I am waiting for the NICS process on my second purchase from Cheyenne. I always find them very helpful once the number comes up (the Deli Counter numbering scheme). They don't rush you away once you are the current served person (for lack of a better term).
I also use them for smithing services such as scope mounting and such.
The ammo prices are what they are, when it comes in, but much better than the gunbot pricing.
The store down the road a bit seems to have very little stock, and what they do have, they are very expensive. And they ignore you for the most part.