The only things around Pueblo that I am familiar with are the 3D/Field archery range in Beulah (west of Pueblo) and Bishop's Castle. Bishop's Castle is a great drive in a sports car or on a bike I'd imagine, but not sure the Castle itself is worth the journey.
If you want to see wildlife while you are out, a drive up Cottonwood Pass out of Buena Vista should let you see some mule deer and likely elk. I happened to catch a mountain lion on the roadside once, but that was a quick glimpse before it was out of site. Even in downtown BV, along the river, you are apt to see some big deer (if they have antlers when you are here).
If you head back behind Twin Lakes, there are some great vantage points to see mountain goats. Sadly, I've never seen bighorn outside of Waterton Canyon (Metro Denver!) and Idaho Springs that I can recall.
The range in Salida is okay if you like ranges that are free, clean, the opportunity to shoot steel, separate ranges for handguns, shotguns, and rifles, and no waits for shooting. there is the advantage of the free archery range right there too. Oh, and I recall the bathroom facilities being clean, which the ladies tend to appreciate. So if you like those things and shooting a gun, really can't beat that range. I will tell you there is nothing in the Denver area that has all of those things (that I am aware of and would love to be told differently).
Actually, the Royal Gorge would probably be intersting to you. Located west of Pueblo near Canon City. You could take HWY 50 into Salida from there and that would be a nice drive I think.