The free range at Rampart Range (other side of the mtns from WP, towards CS) was recently closed due to a shooting death. Lake George has a range, don't know much about it, though. You've got tons of national forest to shoot in, though; be sure to follow regulations. If you drive west from WP toward Wilkerson Pass, either go north from Lake George or head farther up the pass, there are roads to the north toward Tarryall in the NF; I've shot there before. Get off the road, be sure of your backstop and don't shoot trees. Clean up after yourself too.
Specialty Sports in the Springs is the biggest gun shop, with lots of guns and ammo, though they're quite proud of both. The last time I was in Sportsmans Warehouse a couple of weeks ago, it looked like they'd stocked up on guns after quite a drought. Walmart can be hit or miss on ammo, but they probably have the best prices.