Bellefonte isn't bad, depending where you look. There are towns surrounding State College that aren't as expensive as State College but are real close. Pleasant Gap is a good one. Centre Hall is really nice but prices have skyrocketed there. Boalsburg is nice but it's pretty much State College anymore. Closer to Lewistown (the opposite direction of Altoona) is a lot cheaper.
I'm a member of the Lewistown Pistol Club (actually have my club polo shirt on today) but haven't been over to the club in a while. There's also a 1,000 yd range in Mifflin county. Spring Mills has a sportsman's club with pistol and rifle ranges. Liberty Township Sportsmen's Association in Howard is a nice little range that is inexpensive (I'm a member there, too, since it is closer to my house). Outdoor Sportsmen's Club in Bellefonte is really, really nice but expensive. My buddy's dad belongs there and was a firearms instructor for various police units. He invited me over one time to shoot and it was setup well.
As far as the food, we definitely have some good places sprinkled in here and there. Red Horse Tavern (which is unfortunately closing in April) is really good, Hublersburg Inn is good, Gigi's has good southern food and even have a few farm-to-table style places in the area that have popped up the last few years. There's good food, you just have to look for it.
Let me know if you have any other questions.