I go to the Silver Bullet in Wheatridge most often. Think it's on 38th between Wadsworth and Sheridan. It's a small place (five bays) but they're good people and you can shoot FMJ or lead. (For some reason, no hollowpoints, which I think is odd.)
I'm going to check out Shootist one day. The only other place I've been is Cherry Creek, which is nice (outdoors).