The last time I went to a gun range the only ammo rule they had was "Wolf ammo is not allowed". I asked "why?" for kicks and they said... we've seen too many guns blow up/bad things happen with that junk. This is a place where the police force goes to practice and they can shoot whatever and however they want (and I'm in CA... so it was interesting to hear what sounded like a small war going on in the room over).
The old timer who runs the place was pretty cool and even gave me some free pointers. Seemed like a guy who knew his business.