You are-
A medal
A sewer cover is my cousin, we share many traits
They're both flat and metal, roughly the same shape.
People who have me, often lock me away
Locking medals to keep them safe- even in display cases when they are displayed.
I am two-faced but bare only one
Only one face of a medal is seen when it is displayed or awarded.
People do anything to get me, sometimes using a gun
Tournaments- although perhaps not "anything", but yes sometimes even breaking laws to win.
I have the most power when given away
A medal has the most value or meaning when being awarded.
And I am often on display
Often, medals are displayed prominently- like in display cases