Sorry, I haven't found any gun stores yet, but I have picked up guns from the human enemies. I am going to assume that the police station may have some more guns when I finally make my way inside there.
My first few hours of the game were actually more frustrating then fun. The game mechanics really don't work well in the lower levels, its not until you get up to a better level that the game can get fun. And like everyone else has said, it is fun if you co-op, but not nearly as much if you solo through it.