IMHO,
Gun ranges are very obsolete when you have so much federal land and nice weather. Find a spot with prairie dogs, and make it your own range. I have a small place like that here near Taos, and I shoot there alot. Set up away from the dog town and plink and sight. Stop by the dog town to test your skills. Another spot has rocks at any distance that you could ever want to shoot. The trick is to work up a mobile facility. A decent bench, target holder, a little steel and lots of fluids. Driving to and from, you have rabbits, coyotes and other critters. I almost rolled my jeep one day, trying to stop fast enough to catch up with what looked like a badger. Ranges can be way over-rated.
If you really get the hankering for a nice range, spend an overnighter at the Whittington Center in Raton.
Welcome to NM.
Craig