Stittsville is the only range in Ottawa with walk-on fees available, all other ranges require membership. (There is a skeet/trap club near the airport that doesn't require membership but they don't have a traditional range for non-shotguns).
Connaught membership fees vary, when I was last there (3-4 yrs ago) as a guest they said first-timers (or students?) have a membership cost of ~$150-$200, but I heard that the normal fee is much higher.
Best to check with the club rather than ask here.