I understand the need for some rules.
For example, one of the ranges I used to shoot at in California had several spectacular failures of SKS sears that would cause the gun to go uncontrollably full-auto, and which resulted in one accidental fatality. Thus, their policy states that SKS rifles can have no more than two rounds in the magazine. Yes, it's a hassle, but I think they've got a pretty good justification for it.
I count myself lucky. The indoor range here has some basic safety rules (no crossing the firing line, no shooting non-target stuff like target hangers and walls, no turning around with guns, etc.), but they're pretty good with everything else: full-auto is allowed (hooray for friends with Uzis!), controlled rapid-fire is allowed, carrying concealed or openly is encouraged (so long as the gun stays in the holster while in the lobby -- if you need to bring your carry gun in for service, unload it outside), etc.
When I shoot outdoors, I go out to the National Forest. The only rules there are "don't be unsafe" and "pick up your trash/cases". The first one is pretty universally followed, and I haven't heard of anyone acting unsafely out there. The latter one, alas, is not, and the various shooting spots in the forest are littered with trash (old TVs, beer bottles, etc.) and spent cases. I try to clean up by packing out a few trash bags worth of crap every time I go. That, and picking up free brass.
The forest rangers stopped one day while my friend and I were shooting (various stuff, including suppressed 10/22s, suppressed full-auto Uzis, suppressed full-auto M16s, etc.) and said hello. They were very nice, and just reminded us to pick up our spent cases. They even gave us a little Smokey The Bear keychain (which I still have) for offering to let them shoot the M16s.
.....
That said, there are many ranges which have (in my opinion) some rather silly rules. Some get to be so outrageous that I simply don't bother shooting there anymore.
Why pay to shoot at a restrictive, annoying range when I can go out to the National Forest, enjoy the sunshine and fresh air, have no pressure, and be able to enjoy shooting suppressed 10/22s as I don't have to worry about other people's guns making tons of noise.