I lived in Lake Havasu City from 1991 to 1997. The city has grown and changed a lot since then. Population is up from around 18,000 when I was there, to over 50,000 now. I think they now have an indoor shooting range, but I've never used it. There are several local gun shops there. Most are friendly. 2 good places to eat are Big John's Highlights Sports Bar, and if you want a little fancier with a nice view there is Shagrue's on the channel, right next to the London Bridge.
If you are going to arrive in Havasu on a weekend, make motel / hotel reservations in advance. (Same with Laughlin 60 miles up the river). In the Summer, (Memorial to Labor Day), the place gets packed with boaters from California from Friday to Sunday afternoon. Again, this may have changed since I was there and gas was $1.00 a gallon. I can't imagine what it now costs to run some of those big 40 ft., twin screw race boats today, with $4.00 a gallon gas. (AV gas sells there for around $6.00 a gallon.) Not to mention dragging them back and forth across the desert 700 miles with a diesel dually from L.A.
In Phoenix as was mentioned, Scottsdale Gun Club is the Cadillac of gun shops in the Phoenix metro area. A Vulcan Mini Gun greets you as you walk in the door. Believe it or not, their prices are very competitive on a lot of their guns. You can rent & shoot just about any type of full auto weapon there is. There is also Bear Arms in Scottsdale, about 5 miles away. Right next to Scottsdale Gun Club is US Auto Weapons. They're primarily a, "order on line and pick up", type of place. It's pretty hard to drive more than a few miles in Phoenix in any direction, and not run into a gun shop of some type. Dillon Precision is right in the same area, just a couple of miles away in the Scottsdale Air Park. Mike Dillon keeps his extensive aircraft collection there, and sometimes you can catch him taxiing out to the runway in one of his planes or helos.