So I live near the border of NY and Penn, and there is a gunshop in Penn that has a heated indoor range.  Is there anyway for me to take my handguns from NY into Penn?  I mean is this something that is just impossible, or are there ways to do it?  It just sucks that I am 15 min from a range I could use all winter if only I could get there legally.

It is quite legal to transport your pistols into Pennsylvania for this pupose. As long as you make sure they are unloaded and put in a case and then locked in the trunk with ammo stored seperate you will have no problem. If you can lock the pistol case and ammo storage that would be even better but not absolutely nescessary. PA has more liberal gun laws then does NY. The only other thing is you might just have to go straight to the range and then back. No stops. For some reason I thought you had to do that if you were in NY. To range and back was the only way to transport in NY. I could be wrong about that though.

NY permits vary greatly based on the county of issue.  Mine is a permit with no restrictions (CCW).  As per NYS law, permit holders enjoy alot of freedom, it is the County judge that posses restricitons to the basic NYS permit.  Its a bunch of crap really, some counties issue the basic no restricitons permit, but when you go pick it up you interview with the judge and he then determines what restrictions he stamps the permit with.  Nothing like one person's opinion of your appearance determining your rights.  

I am lucky enough to have a permit from a rural county that only restricts permits if they have a good reason to (the way it should be).  NYC is a different situation all together, NY permits are good anywhere in the state, except NYC.

I heard the CCW in NY was a hard thing to get. Well consider yourself fortunate.

When I used to live in NJ we would go out to Calverton on Long Island and shoot. As long as we had them locked in the back we were ok.

I don't think you will have any troubles myself beyond the fact that it is perfectly legal to go to another state to shoot.