Gun owners will shrink back and consolidate in a handful of gun friendly states while the states that they left see their leftist politicians move on unchallenged to Washington and enact the same policies on a national level. Texas and Oklahoma may be safe, but that's the very reason gun owners should be taking thier agenda elsewhere. Because Texas and Oklahoma and the diminishing number of gun friendly states can't fight the rest of the country in Congress. Retreating and consolidating is a losing strategy. Every gun owner in every state needs to stand thier ground and do what M2 suggests, petitition every representative to throw out these bills and enact gun friendly legislation. If Colorado gun owners had so passionately expressed their beliefs to thier reps (as the left did) prior to the votes on these bills, it may well have turned out differently. Unfortunately, the conservative method of approaching a problem with a cooler, reserved, rational response isn't as effective in garnering popular attention to an issue as liberal, loud, emotional knee-jerk reactions.
Not buying houses, lift-tickets, and hunting licenses in Colorado isn't going to make a damn bit of difference on the gun issue. No one is going to correlate a negative economic impact with mistakes on a single issue in a state legislature. It'll be blamed on a whole host of broader economic political issues such as drugs, immigration, etc. What liberal politician wouldn't relish the fact that all he would have to do to get conservatives to leave his state would be voting for anti-gun legislation?
Stay and fight. Saying you'll be forced to surrender your weapon or suffer a Waco is, as of now, a false dilemma. There's still time to keep it that way.