If I am renting a weapon can I purchase ammo from somewhere else to save money and use it with their rentals?

With the exception of .22LR, you must buy your ammo there. -- update. They seemed to have changed their policy on this. Of course you have to use range appropriate ammo - no armor piercing or incendiary for obvious reasons.

A box of ammo is party of the rental cost if my memory serves correctly.

Same as above

You can't. You have to use their ammo when you rent a gun there.