Family Shooting Center at Cherry Creek State park was a few minutes from my office so I went a lot and was very pleased but it can be VERY crowded on weekends (being a member gets you priority
). It is outdoor and has both pistol (10 yd) and rifle (50/100 yd) ranges
Firing Line in Aurora isn't a bad facility but has a bad rep as a hangout for gangbangers and wannabes. Indoor 50 ft pistol
The range in Lakewod has had several different owners, currently it is called Blu-Core Shooting center. I have not been under the new ownership but I have heard poor reviews. Indoor pistol (15 yd) and rifle (100yd).
The Shootist Pistol range is in Englewood. I have never been but I know several people who shoot there and while the reviews are mixed they are generally positive.
Silver Bullet shooting range in Wheatridge, I have never been and do not know anyone who has.
If you want to go into the mountains you could look into Buffalo Creek Gun Club in Bailey. The Harris Park range in the Pike National Forest may or may not be open, I hear mixed reports. In general you may shoot anywhere in the National Forest unless it is specifically banned. Check the USFS websites for maps.
As C3 mentioned Ben Lomond has a great range but it is quite a drive from the western suburbs. I was never a member but have several friends who are and enjoy the facilites.
If you want to shoot long range and don't mind a long drive (and no dues), go up to Pawnee Grasslands, northest of Greeley. There are many areas you can shoot and you can setup for anything from 50 yds out to 1500+ yds.