If you stopped by the Lunenburg club, where range ventilation (and heat, but that's another matter) is an unknown concept, on Monday evenings when we shoot our Bullseye matches, you'd see masks at about half the positions on the line. I'm the Captain of the team and feel some responsibility to keep everyone healthy so I've tried to get all of our team to start wearing respirators, but haven't been totally successful yet.
With regard to the source(s) of the lead at indoor ranges, there's relatively little data but (as usual) no shortage of speculation. The major potential sources include (1) lead from the bullet that enters the range atmosphere as the bullet passes out of the gun - finely divided from friction and volatilized from the heat of the burning powder; (2) bullet lead that splashes when the bullet hits the backstop; and (3) lead from the priming compound, which is lead styphnate in modern ammunition. Of those three, there appears to be some consensus that the major problem is the priming compound - the primer in the .22LR ammo I use (Eley priming compound in Aguila ammunition) has a very distinctive smell, and I know I can smell it on every shot (the respirator P100 filters remove the lead, but not the odor).
With regard to reloading, the major source of exposure would be lead on the hands that later enters the body with smoking or eating. That one's easily taken care of - just wash your hands well immediately after reloading and don't eat or smoke (duh!) while reloading. I know some guys who wear thin nitrile gloves when handling lead, but transfer through the skin (the dermal absorption factor) for lead is very low and I don't think gloves are necessary.
I'm not a bullet caster, and don't know much about exposure via that activity. I've read opinions that span the full range from "don't do it indoors no matter how good your ventilation is" to "so little lead volatilizes during casting that you don't need to worry." If it were me, I'd worry plenty, maintain good ventilation, and wear my respirator.
Another potential exposure route is gun cleaning and there is some limited evidence that solvents may accelerate the absorption of lead through the skin. I've started to wear cheap disposable nitrile gloves when I clean guns, which has the added benefit of keeping the solvent away from your skin, lead or no lead. I like the smell of Hoppe's as well as anyone, but I don't need it on my hands for hours after doing a little gun cleaning.
That's about as much as I know on the subject, other than to add that lead poisoning is not some myth that the tree-huggers have cooked up. It's real, and it can hurt you. I strongly recommend that any gun hobbyist have their doctor add serum lead to their blood testing as part of their regular physicals. Then at least you know where you stand and can make an informed decision on what, if anything, to do about it.
