If you are relly willing to drive about a hundred miles, come on down to Westchester County. On Saturday, Sunday and most federal holidays the county police range is open to the public. This is an outdoor range. Call (914) 737-7450 for directions.
Master Class Shooters Supply and Indoor Range is located in Monroe, NY. I have never been there but I picked up their flyer at a gun show this past summer. They claim to be able to handle rifles, shotguns and handguns providing the velocity doesn't exceed 2000 FPS. (914) 774-4867
I shoot at a small private indoor range and to be honest, I prefer to shoot outdoors. The county range has seperate areas set up for handguns, shotguns, black powder, rifles, skeet shooting and archery.