Yes, I carry on my way to the indoor range, and fortunately, don't have to worry about unloading, etc before entering. I usually have a range bag with 2 or 3 other handguns, ammo, protection, etc. Those handguns are unloaded.
The range I go to also happens to be the place where I attended my HCP qualification class. They also have a nice shop as well. They have a sign on the door that states something to the affect of "All guns must either be unloaded or holstered". They are obviously HCP friendly.
They don't have any issues about unholstering your HCP gun on the range, then firing with it. I don't think they want you practicing your draw and fire techniques though.
On one recent trip to their shop, I found a gun friendly dress belt that I wanted to try on. I spoke to the person behind the counter. He said if I wanted to try it on with gun and holster, to simply put on my protection, go into the range, and clear my handgun. I did so, and tried on the belt with all of my gear, right there in the shop.
These guys have a great attitude.