New England Outfitters isn't a bad place if you want to go for a fun day of indoor range shooting. They are on par as far as expense goes, but I'd recommend buying your own low cost ammo somewhere else (or buy in bulk) as you'll pay for the convenience here.
They also sell firearms and have everything from smaller handguns to larger caliber. They also stock a lot of hunting supplies, including hats, caps, jackets, boots, and pants.
If you need a good place to start, this is it. Knowledgable stuff are on hand, but they do get busy from time to time.
Bring your own eye and ear protection -- if you rent it, you'll pay for it!