I dealt with this issue before, not with shooting, but with airsoft.
I wanted to bring my Indian friend airsofting, but my friend wouldnt let me. He said that something bad would probably happen, since most of the people playing are ex-military, and dont like middle eastern looking people too much.
I guess just go bring whoever you want shooting. It's a pretty diverse sport, I think.
I remember the second time I ever shot a gun, in Florida. I went to the range, and this hot chick just a few years older than me was shooting a few lanes over, and then these 2 black guys were shooting with a Glock 22, getting practice for a CCW, and a Hispanic guy was shooting, too. They were a bit foulmouthed, but they were pretty safe and conducted themselves pretty well. However, the Italian/Hispanic guy took my lane, which lead to a funny conversation in the lane over.
"Hey, some guy downstairs claimed that lane."
"I'm that guy downstairs."
"Oh."
"Well the guy who was shooting there is gonna be pissed."
"Oh..."
The guy left his Beretta and a box of ammo there, I didnt touch it, being not my gun and all... But he came back, bitched about the owner, and just shared a lane with someone.
It was interesting to me, as I thought shooting really was just for strange crazy white folk like myself, but this opened my eyes a lot. Crazy gun nut white folk, black people, hispanics, ect, all shooting together and having fun. I liked it, I dont think that happens as much in CT as I saw in Florida. I also realized I need to move out of CT, and that Florida is pretty sweet. And Ruger Mk. 1s are fun.
If any of you are in Florida, go check out Big Al's Gun and Pawn, it's a nice store. I wanna go back there so bad when I go take another trip to Florida.