Not close, but the Elzy Pearson Memorial range just south of Casa Grande is awesome, well maintained and free.
Also stopped by Caswells in Mesa the other day, nice place. Ted's Shooting Range in Queen Creek looked like a very friendly indoor range.
Usery Mountain Shooting Range is a great place to go and shoot. It is also where Rio Salado Sportsmans Club is. I belong to the club and I go out there at least once a week when I can. Also they hold different type of matches there. I run the Hunter Pistol Silhouette/ Cowboy Lever Action matches there on the High Power range. It is on the first Sunday of the month. Our next match will be on 2/3. Match starts at 9am. If you want to find out about all of the different types of matches they have and when they are held during the month you can go to their web site "www.riosaladosportsmans.com" and get more info on them and they have contact info on everyone that runs the different matches and info on how they matches are run. I hope that this helps out.