I lived in base housing in Corpus and Enid. Neither time did I have much problem getting the weapons on base or to my house. I just pulled up to the front gate, said my shotgun is in the back or behind the drivers seat (if I had the truck) and they followed me with a patrol car. I got out, grabbed the gun case, waved, and they drove away.
That being said, I will NEVER, I repeat, NEVER, store my guns in an armory, and suggest that you would have to be retarded to do so.
I was visiting my father and stepmom at the base my stepmom was the Commanding Officer of. I stored my Marlin .22 at HER armory while I was there, and it came back grungy (like it had about 500 rounds run throughit and not cleaned) and with dings/chips in the stock, barrel, and reciever (like someone pried a jammed round out with a Leatherman) and this was on the base that my own mom ran.
I saw my buddy get his rifle wrecked at Vance AFB, and he filed a claim (never heard much after that) and they were rude to boot at the armory.
My suggestion for those in the BEQ/BOQ is to make friends with a married sailor on base and use their house. Easier to do than dealing with the idiot MA's.