The way I did it with my wife was mention that I was going to the range (by myself) rather than invite her in casual conversation. I wasn't CC at the time, but her response wasn't negative (she mentioned her father used to hunt but that she didn't know much about guns.) Eventually I talked to her into going with me, and about 6 months after we got married we took the class and got our CHL's. Now she carries everywhere!
In fact, for our wedding party (we didn't have separate bachelor/bachelorette parties) we went skeet shooting.
