Lead exposure on the range comes primarily from lead styphnate, a major component in most primers. The exposure is airborne, which is why ventilation is so important for indoor ranges. Gunpowder and cartridge cases have no lead in them. Lead exposure from handling bullets (not cartridges) is too small to worry about unless you do a lot of reloading of unjacketed bullets, in which case I'd advise you to wear gloves while handling them. While there is some lead exposure from fired bullets and shotgun pellets, my understanding is that the lead styphnate in the primers is what really counts.