Been here 3 times, and it's great each time. You will spend a LOT of money here, but it's worth it if you love guns, or even if you want to shoot a gun for the first time.
Don't be intimidated, most of the people that come in here are first timers, and they know that.
If you are on the strip I suggest taking the bus here instead of a taxi if you want to save money. Just take the Deuce on the strip to Tropicana @ The Excaliber, and get on the 201 Tropicana East and get off at Harrison. Get a day pass for 7 bucks and ride it around, it's very easy.
They let you take people into the range to take pictures, pose with the guns, etc.. but everyone has to sign a waiver.