Not just the NRA. You should also join your state's group as well. The Illinois State Rifle Association is the group behind pushing the concealed carry bills there. The Hawaii Rifle Association is behind the legislation to repeal the high capacity magazine ban here. All over America, state level associations are pushing for change and supporting our 2nd amendment rights. Change starts at home.
We should support the NRA and the work they are doing in Congress to fight the anti-gun lobby and support our rights, but we should never lose sight of the fact that many things are left to the states. We need the same level of influence in state govt. as we do in the federal.