Business Jim McClain’s travel tips to Pensacola and Perdido Key By Tress Fereday - November 25, 2015 FacebookTwitterLinkedinEmailPrint Jim McClain Owner, Jim's Firearms Jim McClain opened Jim’s Firearms, the popular Baton Rouge-based gun shop, more than two decades ago. Last year, he opened his second location in the Pensacol… Already an INSIDER? Sign in.