these guys have a good set-up with courses, it is just outside of Downtown Greenville on Poinsett Hwy. :
Allen Arms Indoor Shooting Range
That is where I would go for training/shooting, etc., they have several weapons there that you can rent, that way you can get a feel for what you want before you buy something.
As far as gun purchases I think the above has fairly reasonable prices, but as with anything else you should shop around. Here are just a few of the places that I frequent:
Traders gun Shop
2850 Wade Hampton Blvd
Taylors, SC 29687
(864) 292-5644
Tony's Gun Shop
www.tonysguns.com
3209 Wade Hampton Blvd # 5
Taylors, SC 29687
(864) 268-4866
Luthi's Pawn Shop
LUTHI'S
Dewey's Pawn Shop (they also have an indoor range, but Allen arms is better)
www.deweyspawn.com
5205 Old Augusta Rd
Greenville, SC 29605
(864) 422-0072