There is no way someone is going to insure you for accidental death by shooting at a shooting range. Only my opinion.
If it worries you, then get people to sign waivers when they pay money up front.
Depending where you are, the legalities of selling ammunition is probably of more interest. I imagine it is probably a license, which is seperate from a business registration.
Hope that helps at least a little.
You probably want to incorporate. That way liability does not fall solely onto your shoulders. That is how I remember people explaining it to me in the past. Example, someone shoots himself with one of your shitty guns. He sues the corporation, and does not sue you. Your personal assets are protected/seperate in the event people come knocking... I am not a lawyer...
The Socio is right about the zoning by laws as well. You will probably need to scope out the land you want and apply for a re-zoning application if the plot is supposed to be for farming, yet you want to build commerical property there.
Hey, you might be able to do it cheap and dirty as well, as in, register a sole prop, make all customers sign waivers, and sell holiday packages to your personal "retreat". I am not a lawyer... but I imagine that explanation might make the law perceive your business slightly differently. Unsure... What technically is a hunting lodge anyways? Is that commerical property or just some shmoe with deer antlers and a painted sign? I dunno...
Just a hunch though, I highly doubt that farmers apply for an application when they set up a hut and lay out bushels of fruits and vegies for sale. Maybe farming land is commerical land and residential at the same time? I really do not know with absolute certainty.