Did they give you a reason for the denial? At what stage were you denied? Did they give you any reason for the denial? More importantly, was it a denial or a DQ?(i.e. was "a more qualified" person selected or were you DQ'd from the process? Are you set on a sheriff's department or is a police department an option as they are completely different animals.
Generally a clean background, a degree of some sort, good people skills, and decent physical shape are the minimum. If you are already certified through a self sponsor academy(if your state allows) then that's a huge bonus. Military is another big plus.
In this economy getting hired as an LEO is very difficult. When the economy goes in the crapper tons of people want to be cops for perceived job security. The reality is your competing with a ton of laid off cops with experience for the job. But your looking at a reserve position so it's a bit different. Most states reserves aren't even certified.
Also firearms experience is not needed, most instructors prefer students with none so they don't have to break bad habits. Most cops are not huge gun guys, it's just another tool on their belt.
Feel free to PM me.