Delavan Sportsman isn't bad, but they're only open 2 days a week. It's really the only super close range. It used to be great, they would just give you a key and you could go any time. Now it's Sundays and 4 hours in Tuesday. Just not worth it, imo. If they ever got their shit together, they could become the range in the entire County.
McMiller is a fine range, it's just one of the few public ranges in SE Wisconsin so it will be fairly busy during nice weekends.
There are not many private ranges in the immediate area that you can drive to. If you're on the west side of Delavan, the Rock County Rifle & Pistol Club is about 20 minutes away. Although the indoor range is pistol calibers only and their outdoor range is all the way up in Milton. That being said, it's $18/ month and you can shoot anytime you want. It's a solid deal especially for winter pistol/PCC shooting.
There's the Conservation Club of Kenosha County, but that's all the way in Bristol.
Other than that, there isn't much until you get to the Milwaukee or Kenosha/Racine area.