Like most people, I load up several test batches at home, take them to the range for testing, record my results, and use that data as input for the next round of batches.  This takes a lot of time, and seems a little wasteful.

Do any of you guys take your components to the range and develop there while shooting?  Seems like this would be so much more efficient.  If so, what's your setup look like?  Any recommendations or lessons learned?

something like this has crossed my mind.

yes I do and here is what I do:

-prep and prime all cases I will need for a ladder.  usually fill 1/2 an MTM box with prepped cases and the other 1/2 with bullets.
-I took a part of a 2x8 scrap and mounted a redding PM stand (like this: http://www.redding-reloading.com/index.php?option=com_content&view=article&id=100%3Abench-stand)
-I use a beam scale and trickler
-I also have a lee hand press (this one: http://leeprecision.com/breech-lock-hand-press.html)
-I use wood clamps to clamp the 2x8 to a bench.
-also use another rule, I will only bring 1 type of powder with me so that I can NOT mix powders.

at home I use a hornady LNL classis or LNL AP.  I to have so switch out the collars on the dies from the LNL collars to the lee press collars.  the press isn't the best but for seating a small quantity of bullets for load development it is good.  I think it has saved me a couple of times.  the 300 BO loads I loaded last time where way off (too slow) for my 8.5" barrel.  if I prepped it all at home before I would have wasted 15 bullets and powder.  also I usually have enough that after I find what I want to use for a load I can load up a 10 shot group (usually use 5 shot groups) and test them suppressed and/or longer distance

This is what I do, take my couch side bench  I actually do more loading from the couch than the loading room with this setup. It is sturdy enough for even resizing(not 1x machine gun brass but...)

I paid like $60 for this stand but here it is http://www.amazon.com/Frankford-Arsenal-155024-Reloading-Stand/dp/B0063GSN5O

I use a cheap but really good Gemini 20gram digital scale for weighing charges. Of course you need a micro-adjust powder measure and seater to save time.
The wind is always an issue so plan to block it somehow.

I haven't done it yet, but I'm looking into the L. E. Wilson hand dies. There seems to be uniform praise, as they use a collet type neck sizing method.

My range doesn't allow that. We don't know how competent someone would be.

So you don't allow reloads?

Because there is no difference if the incompetent loads them at home or the range. They are still getting fired at the range.

Mostly for the priming process and powder canisters.