I have to disagree with those who say not to, or that it is not beneficial to practice at longer distances. As ChainFire mentioned, greater distances will magnify errors and help to improve your basic technique. While his may not appear to be important at typical self defense ranges, it is actually critical. If you are ever in a situation that you are forced to use your carry gun in defense of life, lack of mastery of the basics will be evident. Under the stress of a defensive situation, you will be acting almost completely by muscle memory. Your accuracy and speed will both suffer when stress is induced and the adrenaline is pumping. If you are a mediocre or average marksman when under no stress on the range, you will be a miserable marksman in a gunfight.
Your range practice should be structured to focus heavily on the basics; stance, grip, sight alignment, trigger control, and follow through. As your skill increases, speed will come on its own. Do not try to be fast, try to be efficient. Smooth is efficient, and efficient is fast. Seek out professional instruction, have goals for your practice sessions. Evaluate your performance and be critical of any deficiencies. Understand where your errors are coming from and what the proper corrective action is. A video camera or shooting partner can be a huge advantage. The ability to review video of yourself can make it easy to spot a problem that is otherwise difficult to spot. Don't just go blast away, practice with a purpose.