I concur Silver Bullet on S. Division is a nice store. They have a large selection of rental guns you can try. If you want a quick try-out of something, you give them a ten dollar bill which covers the gun rental and ten rounds of ammo. A target is provided as well as ear muffs if you need them. I've saved myself hundreds of dollars this way. A gun looks good in the magazine/internet, but is horrible to shoot. Here is the place to find out, not at your range after you made a purchase.
Leave there and head north, staying on S. Division, to 3100 and stop into Al & Bob's.
Their gun department is small but their prices are very good.
I think it's on 28th st., the MC Sporting Goods store is the place for the best prices of all. Usually they have an excellent selection of guns and ammo.
Don't even both with Gander Mountain, there are two stores in town. Poor selection and outrageous prices on everything.
Also do not bother with the pawn shops. I have hit every one of 'em and if you find anything at all it will be an old .22 or rusty shotgun.