I got my CCW several years ago from Greg at STLCCW...
STLCCW.com
Really great guy, great class, great lunch, great experience all around. When I went, I brought a pistol, ammo, eyes and ears, along with obviously my wallet, ID, etc.
When I got mine, you had to shoot 20 rounds with a semi, and 20 with a revolver. I didn't have a revolver, so I used his. I'm pretty certain that has changed now.
RJTCCW is a great guy. Never attended his class, but went to a HTF shoot at his house, and even have a video of him ripping a mag through a full auto Glock.
If you have a gun, ammo, eyes and ears, bring them. If you don't, call the instructors before hand, and simply ask whether you need a gun, or if they can provide one for you. Each instructor will handle that differently.