If you need to practise your shooting, test out a new weapon or raise a character’s shooting ability, visiting the shooting range is an excellent way to do all that. Having a max shooting skill will help enormously during the more difficult missions in the game so it is definitely worthwhile completing, not to mention it also counts towards the 100% game completion.
There are three different challenges per gun category and each type of gun is available. The categories are handguns, submachine guns, assault rifles, shotguns, light machine guns and heavy weapons. In these categories you can choose from the different guns available in that category.
In general, the better weapons will help you achieve gold medals in the challenges so it is good to try for gold medals once you have unlocked the better weapons. In order to achieve gold medals, you will need to be very accurate and increase the multiplier by hitting the yellow circle consecutively. Automatic weapons get one free miss before the multiplier is reset so bear that in mind.