I HAVE NOT TURNED IN THE QUEST. When the game gave me a choice of a gun or a shield as a reward, I honestly didn't know which I wanted until I looked at the stats. I thought, stupidly, that if I went to one of the quest turn in people, it would show me the stats, but they didn't. Upon looking it up, I decided that I really, really, really, really needed the other item but now the game won't let me turn it in to the other guy to get that item, only the guy I clicked on initially to find the stats. I have already tried to quit my game without it saving but I was too late, it was after an autosave. Is there anything that I can do?
Unfortunately, you're locked into that choice.
In very rare circumstances, if you manage to crash the game (thereby avoiding the autosave) it would be possible to reload at a previous save and try again from there. I would not suggest this though as you'll more then likely corrupt your save file rather then managing to redo a quest reward that's going to be useless a few minutes afterwards.
Now, on your second and third play-though of the game: Each difficulty (normal, True Vault Hunter, Ultimate Vault Hunter) has you playing the same game again, which means you can technically get to choose the reward again. The rewards will match closer to your level as well, so that weak gun/shield choice will actually be more useful the second time around. (maybe.)