Training — Owning guns without proper training and practice makes you a liability, not an asset. If you're going to embrace this aspect of living the Gentleman Spy lifestyle, you absolutely must have recent, proper training.
NRA — Politics aside, the training put on by NRA instructors is an excellent and inexpensive way to get started. Whether you "grew up shooting" but haven't had formal instruction in a long time, or you're new to guns and need the basics, getting in touch with a local NRA instructor is where you should start.
Appleseed — Project Appleseed, put on by the Revolutionary War Veterans Association, combine a weekend of high quality rifle instruction interspersed with a great history lesson and storytelling. Appleseed shoots are inexpensive for everybody, and highly discounted for children under 18, military, law enforcement, and the disabled.
Defensive [Pistol/Rifle/Shotgun] — defensive/practical/combative pistol, rifle, or shotgun classes are often held at local ranges. These are the bridge between the basic NRA instruction and more "real life skills" like drawing from the holster, moving and shooting, multiple targets, etc.
High End Classes — these are the courses offered by Academi (formerly Blackwater), Costa Ludus, Gunsite, Haley Strategic, ITI, Kyle Defoor, Magpul Core, Rifles Only, Rogers Shooting School, Sentinel Concepts, Suarez International, Thunder Ranch, and other top-rated trainers. Between travel, lodging, and ammunition, these may be significantly more expensive than training at your local range, but are worth every penny. If you get the chance to attend a course with any top-level instructor, jump on it.
While formal training and live fire practice at the range is essential, you can and should train on your own at home. Regular dry fire practice, weapons manipulations practice, and using a SIRT training pistol are free or inexpensive ways to get better fast and maintain the skills you've learned at other courses.