If you are in Ogden, Armsplus is the place to shoot. For shopping try Impact or Sportsman's (if you want to see a big selection). There are a lot of places to shoot outside as well. A lot of desert where you can do informal shooting.
By the way, if you are historically minded the Browning firearm museum is in Ogden as well. There is some pretty neat stuff in there.
“The object of war is not to die for your country, but to make some other bastard die for his.”