There's nice places, but you'll probably have to pay for a membership at a private club/range to avoid the knotheads. And nothing really "close" that I know of. There's a nice public range on US40 ran by the Div. of Parks and Wildlife, but it's damn near to Kremmling , between Hot Sulphur Springs and Parschall, and requires a Habitat Stamp. It's free and ungated, but no facilities and gas will eat you alive.

I personally am a member of www.blgc.org and highly recommend it. But again, not "close". Great place though.