A Few Ideas:
Guns- Handguns are extremely easy to come by. All you need is a cap gun and some black spray paint to take care of the brightly colored parts. DO NOT YIELD THIS PROP IN PUBLIC!! You don't want to be in a position where you need to tell the police that the assault weapons in your backseat are merely props for a movie. Trust me. Weapons like M-16's, AK-47's, and machine guns are somewhat difficult to come by. I recommend this site www.realistictoyguns.com for any realistic looking guns you can't pick up at Toys R' Us. (Note: if you visit the site, you may notice they sell damaged merchandise at a discount to film-makers. Check it out under the "Special Deals!" section of the site. Double D Productions is responsible for this deal, so take advantage of it.)
Police Car- I needed a police car for Small Town USA. By simply buying a red flashing dome light from the party section in Walmart for under ten bucks, I was able to convert my car into an undercover police vehicle. Just don't drive around on a busy street with the light on.
SFX makeup- If you frequently make movies from the suspense or horror genre, or you just tend to have a few weird elements in your movies, then you'll soon come to find no where has more for you to pick up then a Halloween shop. They typically have fake blood, masks, and all kinds of cool props.
www.cinemasecrets.com is a great SFX makeup stop.
Also, it's a bad idea to throw away costume or potential costume items once you're done with them. The same black balaclava we used on one of the SWAT cops in Small Town USA was also used on the thief in The Closet.
