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MarkL
Your points are quite valid.
If you are going to shoot a large number of shots into a single target, then it is very clear that ES is not the way to go. As you point out, one blown shot changes the measurement a lot, where, if you are averaging, one blown shot doesn't change the result much.
The problem with MR is that it is constructed in a way that makes it awkward to do anything with other than a simple comparison, even though it does contain all the available information. Fundamentally, it's what us statisticians would call a "mean absolute deviation".
You still get the effect of averaging if you shoot several five-shot groups. In that case, you're averaging groups of five, instead of individual items. As I said, for groups of size 5, you get practically as much information as you do with the global measures, such as standard deviation.
Whether you should discard fliers or not depends on which question you are trying to answer. If the question is, how does the gun itself perform, and if you know that you flinched, or closed your eyes, then the point can be removed. If the question is, how well does the gun-shooter system perform, then you really flinched or closed your eyes, and the flier stays in.
Some people just routinely remove fliers, and that's a big mistake. Guns do generate fliers, and fliers are part of the characteristics of the gun.
In the end, you should use whatever method most conveniently answers your questions, or that you like. I don't think there is a "right" or "wrong" way, just more or less useful or convenient ways.
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