Some of Ammu-Nation shops have a shooting range at its backs. You can use it for 14 dollars. There, you have three challenges for every type of weapon. Your task is to fire at shields when they appear, the closer the middle, the more points you get, up to the hundred. What is more, every accurate shot is sum up to the multiplier which may increase your amount of points. Each shot which misses, zeroes the multiplier and you have to build it up from the beginning. The time is limited and the earned points determine the medal you get.
Notice, that challenges are for particular types of weapons (pistols, rifles, shotguns) not for their sub-types. So use the model you feel comfortable with (you may have to unlock it first). Ideal is an automatic weapon with a big clip size. If you're good with bronze medals, you can complete almost all challenges by pulling the trigger constantly without bothering about multiplier. But gold medal require more precision and a solid multiplier, so you can't let yourself miss too much. The shields uncover rather in the same sequence, so remember where to aim before they show up. Medal in every type of weapon gives you a discount in Ammu-Nation.