I'm in NW Cape Coral and like this area a lot. The NW quadrant seems to be the least "built up" area. I've got empty lots on all sides of my house so it feels roomy.
We're probably going to get hit with the water assessment in the coming years. It's a mandatory fee to get off of well water (and possibly septic too) to get onto city water (and possibly sewerage). IIRC, the area between Burnt Store Rd and Old Burnt Store Rd just got added to the assessment a couple of weeks ago. I think that most (if not all) of SE and SW quadrants have the city water already or are in the process of getting it right now.
There seems to be a lot of parts of the NE quadrant that have duplexes and cheaper homes in them. I'd probably avoid that area. The "Gator Circle" area doesn't have the best of reputations either.
Cape Coral PD has a halfway decent
crime map on their page if you want to see what crimes are occurring in what parts of the city.
For outdoor rifle ranges, the biggest one is Cecil Webb. It's in Charlotte County off of Tucker's Grade, about a 30 minute drive north for me. It's a public range, open 7 days a week. They have two rifle ranges (50/100yd and a 100/200yd), a pistol range and a trap/skeet range.