To be honest, there are slim pickings in the area. The only local FFL holder/shop I'd look into is the Jay's Guns chain.
I bought a NIB Taurus Total Ti Protector .357magnum in 2004 from Jay's Guns. I was in the area doing a storm recovery detail during Ivan.
The other gun shops & sporting goods stores were not "customer friendly" or well stocked IMO.
I'd also suggest checking www.GunsAmerica.com for the prices-models you want. Some FFL holders/retail locations are listed on GA. It's free & a great resource for gun owners, armed citizens, and armed professionals.
ClydeFrog
PS: If you like seafood & oysters, swing by Atlas Oyster House, www.goodgrits.com . I also ate at a top notch buffet place in Pensacola but I don't recall the name.
It's not in Pensacola but Styx River Shooting Center is friendly and has a fairly good selection. The down side is it's located approx 30 miles west on I-65.