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.

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

... in Vegas. Search for discount coupons in visitor magazines or pamphlets.

Best: you'd have to take a trip outside Vegas toward pahrump to Front sight
Within Vegas it's Clark county shooting comple