The city itself is very safe. It's only when nutjobs from other cities decide they don't like brown people. He drove all night, and interestingly enough, he didn't choose the Wal Mart ahead of time, he simply stopped there because he was hungry and wanted something to eat. When he saw all the Hispanic people in the store, he went back out, got his gun out of the car, and then went back inside and shot up the place. Considering that the police were there in less than 60 seconds (thanks for the info Daryl Hunt), I'd say that their response time was pretty freaking good.
And, how exactly would they have been able to stop him before the shooting? Unless he did something that would get him pulled over, there would have been no reason to stop his car and search it. Unless, of course, you believe we should live in a police state and sacrifice freedom for security. There was nothing prior that would have put him under watch.