CHRISTOPHER: I’ve been making some changes, especially my career and I think I finally have all my ducks lined up in a row.
LORELAI: You’re opening a shooting gallery.
The phrase “to have all your ducks lined up in a row” means to be well-prepared and well-organised for an expected event. The slang dates to perhaps the 1970s, and may refer to the carnival sideshow game where the object is to shoot at a line of moving wooden ducks in order to win a prize (a “shooting gallery”). Lorelai pretends to take the phrase literally.