+1 on taking people to shoot.
Sadly enough, there have been no shortage of out-and-out socialists/statists at my Jesuit University, or at my law school (in South Carolina!), but some weren't too far gone to have agreed to join me for a range outing.
Most really enjoyed it. I don't know if I made fellow gun nuts out of them, but I was sure to point out that what they were enjoying wasn't the guns themselves, but the liberty of using them - it wasn't the act, it was the opportunity.
I think they came away understanding my position a little better, and appreciating that, even if it's not their cup of tea, they have no right advocating the placement of a prior restraint on our right to engage in any hobby or pursuit we may choose to.