Yes I go to the range often, but I've never rented out any guns or ammo. I own a few rifles and I just buy the ammunition online. The shooting range I go to has some pricey ammunition, not to mention a small selection of calibers.
But when I take my Mauser to the range, it's always fun. I'm going to go soon when the weather warms up, I haven't gone to the range in ages. I miss it.
But when you go, follow all the directions and of course be careful. Know how to operate your weapon, and make sure you unload your weapon when they tell you to. Make sure there's never a bullet in your chamber if for some reason you have to walk away from your gun... and I wouldn't suggest walking away from your gun unless you absolutely have to, or if your putting up some targets.
For maximum fun, rent a 30-30 lever action. I could probably shoot that sucker for days, it's just too fun. And if your a newb, don't use a WWII gun that has a metal butt stock. As I've mentioned before, those things are for cracking open skulls, not for shoulder support. My mauser and springfield have metal butt stocks, and my shoulder is always sore the day after. Sometimes it keeps me from going to the gym. =-o
Also, I just want to say that I never noticed how deadly my mauser was. I shot it in my backyard once, and it went through a huge stack of wood about 20 feet. I sometimes find it hard to believe that such a weapon was used against people in the past. If I was in WWII, I would not want to hear 8mm bullets skimming past my head. hotdamn.