Another shop that many either love or hate:
Get Some Guns & Ammo
6651 S State St
Murray, UT 84107
(801) 562-1222
getsomeguns.com
This one has a range.
I suggest avoiding this one. They are running constant radio propaganda, to prey upon the Obama haters, hoarders, and those afraid of another AWB. They may have a range, but I find their tactics unethical.
If you want to get as close as you can to where Sportsman's Warehouse started; stop by the Midvale store: (The headquarters building, in the original home store, are still just down the street, about a block away.)
Sportsman's Warehouse
165 West 7200 South
Midvale, UT 84047
(801) 567 - 1000
Gallenson's is definitely worth your time.
There's also the Lehi Cabelas: (20-25 minutes from SLC, except during rush hour)
2502 W Grand Terrace Pky
Lehi, Utah 84043
(801)766-2500