I can't help you with good places to train as when i lived there i used the ranges on base, FT Carson. You will see people shooting off the dirt Gold Camp road behind Cheyenne Mountain on the way to Cripple Creek - decades ago, that was legal to do (there was even a shooting range off the road) - I got talked to by the police in 2018 doing that -- it is not legal now and you have to walk a certain distance off the road (i don't remember the distance maybe a mile) to be legit. If you make the trip and walk the walk, clean up after yourself -- it's terrible all the trash people leave behind.