the weapons one and the serial killer one both happen at certain points in the game, but you can do all the ground work early in the game (the only stuff its tough to see on the map is the stuff in Pawnee as the ctos station isnt available until later in the game.
I completed the game a few days ago, and just have a few drinking games to do etc, and play some more online matches.
Problem is, I spent so long doing all the side missions early on, that Acts 2-5 all moved pretty quickly. Pretty awesome game all in all.