The new range in Urbana should be opening soon according to their website.
The Urbana Sportsman's Club is supposed to have an outdoor range in Mahomet, but I can't find any information for it apart from this article:
I also couldn't find much information on the St. Joseph Sportsman's Club although I've seen some shooting websites list it as both an indoor and outdoor range.
I plan to join High Caliber when they open. It would be awesome to be able to shoot in the winter without freezing my butt off. And it says they'll rent guns for $10/hr, so you can try out something you've had your eye on before you buy it.