In Austin, go to the Bob Bullock museum and the Capitol. Go to Papalote on South Lamar for good tacos (avoid Tacodeli), then go to Lockhart for real barbecue. Also, the best breakfast tacos in Austin are at Texas Honey Ham in Westlake (go after 9 to miss the high school traffic).
Knife-wise, go to McBride's gun shop in Austin (usually a good selection of Spydercos, ZT, Benchmade and the like along with some customs). Sportsman's Finest and Red's Shooting Range (the one on 290 West) used to have a good selection as well but I haven't been in a few years.