Ka,
You can pretty much find anything that you are looking for here in Austin, even Battletech. If you are looking for a person to play, I would reach out to a person named "Homer" on the boards. That is Shannon, him and a couple of others (including me) been thinking about playing battletech and getting back into it. We have a couple of games but time is a matter of question for all of us.
If you are looking for 40k, Thursday Nights at DL is great. I would also check out Wonko's and a couple of other stores depending on what time fits you. Either way the community is great and pretty strong here so dive in and have fun!