Stay out of Lowell and Lawrence.
If you're into military history and/or tanks then I highly recommend checking out the
American Heritage Museum in Hudson, MA. This is a new museum that just opened a couple of months ago. It contains a large portion of the old Jacques Littlefield collection.
Hammond Castle over in Gloucester, MA is interesting. It was the home of John Hammond, the inventor of modern radio control systems. He was very eccentric in his property and collections.
If you want a good gun range with rentals, go up to Hudson, NH (not to be confused with Hudson, MA where the tank museum is) and check out
Granite State Indoor Range. They do have a policy on gun rentals (to cut down on suicides) that you'll need to have a second person with you or have one personally owned firearm with you.