On the first and third Thursdays of the month, Ben Avery offers lessons for women. You get to take three classes for free (skeet, trap and sport). And by free, I mean COMPLETELY FREE. They give you a box of rounds, shotgun rental, clays, ear/eye protection and awesome instructors. After your first 3 lessons, you can continue to join the class, but you have to buy your own clays and rounds.
Fred the range master (in charge of the program) is awesome and so is LeRoy (he's in charge of the first-time visitors). And the ladies from Desert Rose that instruct the return visitors are so helpful.
Make sure you sign up in advance for the classes though. Space is limited.