If you are simply wanting to target shoot, the Clark County Shooting Range (north end of Decatur Blvd at the base of Gass Peak) is very inexpensive at $9.00 per person per DAY.  It is a nearly brand-new and world-class firing range for shotgun sports and rifle and pistol shooting.  They even have some firearms available to rent and sell ammo on site.

I can't speak to the difference between the various indoor 'rent-a-machine gun' ranges really.   Some work on the www should show you their prices.

There is an area up I95. Probably 15-20 minutes past 215 crossing. It consists of many hills off the highway. You will need a truck or some kind of AWD with good ground clearance to get there. It's free and there's no supervision. You will find a lot of empty shells there, bottles etc. from other shooters.

BLM land 15-20 min south of the M resort