I've shot at the range in price before, it's pretty sweet. That said, its easier to just pull off some dirt road on BLM or NFS land and set something up on an embankment or berm.
Just pick up your trash, and empty shotgun shells. Personally, I could care less about brass, I pick mine up anyway cause I save them, but shotgun shells really are litter.
Edit: and be mindful on where you shoot M855 or any other steel cored or steel projectile. It's kind of like striking fire steel in some areas.