Keith,
I have never found a gun store in Rome or Florence. Perhaps, I just never looked in the right place. Both cities are beautiful and unique. Each has something to offer.
A couple of sites you might be interested in:
http://en.venere.com/http://www.romesweethome.com/http://www.greenlinetours.com/Surprisingly, Beretta does not have gallery store in either city. They do have one in Milan.
I was in Rome about a year ago. We rented a condo in the Navona district and used the Green Line tours. I have been there many times, but it was the 1st trip for my wife. She loved it.
I agree about seeing the country side. The atmosphere is very different than the large cities.
If you want to hunt, the best chance would be a hunting preserve, this is one that I have heard good things about:
http://www.atvmondonuovo.com/You may want to ask about gun stores over on Accurate Reloading in the European Big Game Forum. There are several Italians that post there.