ar15robert,
here in AZ pretty much any public land (at least a mile from any building or main road) is OK to shoot - assuming you have a propoer backstop and pick up your targets and brass. having said that, you owe it to yourself to see what a range in AZ is like.
From Sedona, go south towards Phoenix. North of Phoenix is an excellent range called Ben Avery. It is right off Highway 17 at the Carefree Highway exit. Probably take 1.5 hours or so from Sedona to get there. At the exit (when heading south from Sedona) go right. First right you can take from the highway goes into the range. On most weekends you will probably see/hear class III and numerous AR15s and such. A far cry from Ca.
Safe traveling.
James