The gun range that banned Muslims will likely be deemed to be acting unconstitutionally and in violation of federal law. You can't discriminate against someone because of their race, religion, gender, ethnic origin, etc. etc. All the Title VII classifications.
The gun shop owner that bans Obama supporters is not discriminating against a suspect or protected class, so his actions are perfectly lawful.
Again, not trying to argue, but isn't "political affiliation" one of those sections that can't be discriminated against?