I wouldn't plan on going to the Sundial restaurant/ bar, it was smashed in the recent tornado (as was the Westin Hotel it sits atop of). A good part of the CNN center was jacked up, too.I'm currently designing the replacement carpet for the Omni @ CNN Center, which was throroughly trashed. Most of the buildings in that area (around Centennial Olympic Park) still have lots of windows boarded up. I think the aquarium, World of Coke and CNN Center are still open, though.
If you're looking for guns, my favorite places are Chuck's Guns, which is on Peachtree in Buckhead. They have a great selection of higher-end revolvers, autos, and shotguns. And the creatively-named "Gun Store" on Buford Highway, which has full lines of Sig, H&K, Glock, Springfield, S&W, FN, etc. They have a pretty amazing selection of "assault weapons" too.
There is an indoor range in Marietta, which is just a few minutes outside Atlanta. I believe it's called "Ed's Guns", and they have a full-on gun store there as well. That's where I do my shooting.
There is no place to buy knives in Atlanta to speak of, and believe me, I've looked. Except for once a year at the Cobb Galleria Center, and on these internets.