Um if you're all willing to come to arizona Ben Avery shooting range is huge. I can't remember for sure, but they have everything (police and swat train there). There's also places in the desert your still allowed to shoot out here. I have several friends (ex-military, they even have a machine gun somehow! or used to, they said something about firing off the last of the rounds) that know those places. I'm broke though, so I'd mostly watch and try and learn.
Ben Avery Arizona Shooting Range Facility
Edit: oh, and its a very gun oriented state, anyone can CC, so you wouldn't have much if anything to worry about. The cops are pretty cool when it comes to firearms. I know its a bitch when my cousin has to go through states with his assault rifle.