I really prefer to shoot outside and set up my own little targets. Luckily, my wife's family has about a 3000 acre piece of dirt on Bear Lake's shore in Utah. Over the years I have set up concrete pads at various positions and ranges. The terrain is both flat and mountainous, so real world shooting (hunting) is easily simulated and I never have to worry about the other guy.
On indoor ranges, this year is the first year I shot in one (Doug's shoot'n'sports, SLC, UT) and the ease of shooting was great, just different.
I will try to post some pics of the 3000 acre shooting range.