David, good question. It is a couple of things. Ever since almost taking a 9mm slug back during my "lost years" I've been pretty terrified by guns. I also, as you note, have been pretty anti-gun during the past, and still hold some of those beliefs (eg assault weapons really aren't necessary for the average joe). But the more I learn about myself and the world, the more I change. Hopefully it is for the better, but I'm sure there are those that would disagree
So part is to get past a very old and deep fear...I still was cringing at the range but I forced myself to stick it out. Part is that it is fun and a challenge, and part is that I have come to the realization that in the event of a large disaster, I am on my own to protect myself and my family (whatever that form is at the time), at least for some period of time. I have no visions of defeating the occasional burgular, etc...in that case I'll rely on my hands and/or my 34" Louiseville Slugger if need be. But in the event of civil unrest, I want to have a leg up.
Plus its fun to blow things up. And shooting is also very zen, although that perhaps seems incongruous.