I don't really have a lot of stories, mostly because my gun experience is really limited - and it is one of those things that really needs experience. I can only safely say that I got pretty good with one weapon so far - a Ruger .22 revolver that my friend owns. I've probably fed a couple thousand rounds through that one by now, and it's the only weapon with which I can actually hit small things pretty decently. I shot a few .22 weapons, including some really fast semi-automatics, but that revolver one is by far my favourite. Unlike some people, I also very quickly developed a healthy respect for that caliber. You do not mess around with it, however small the rounds look.
All of my experiences at ranges in the US have been very good. Always met good folks, and I really had a good start on guns with serious, safety-minded people.
The most fun I've had is probably with the Mosin-Nagant rifle. That thing kicks! When you get the hang of it though, it's a very, very serious, accurate, and mean weapon. If I lived in the US, that would probably be the 2nd weapon I'd own (after a good .22 pistol for regular practice). Visiting gun stores with my friends, I'd always drift into their Mosin selections and look for pre-war manufacture rifles, though I'm frankly really impressed with how even wartime production Mosins are really solidly built. I once found this really, really nice one that was built in '28, had the hex barrel and a nice finish and everything. Really wished that I was legally allowed to buy a gun that day
When I have my own place (i.e. not renting in a city), I'll probably get myself licensed and get a rifle here. It's really not that difficult and I would not mind the practice one bit - I'd really consider it a useful skill for hunting more than anything. Something that, you never know, might come in handy one day.
Here's me shooting my friend's Mosin (somewhat awkwardly) up in the hills in TN
(and yes, those shots did mostly hit my target, and I got a haircut shortly afterwards).