There use to be a nice indoor range out off Range Line, called Target Master (I think).
It was a nice range, good selection of guns, and they use to rent quite a few guns too.
I am not sure about the name? I use to be a student at MU, and we would go their about once a month.
They use to put a coupon out in the Ad Book (??? yellow book handed out everywhere), for money of the range.
I have no idea if they are still in business. If you want to go for a drive, there is Pistols Plus, at Lake of the Ozarks. Their prices are a little high, but nice range, and the owner has an incredible collection on display of about 400 different guns.