As for places to shoot, there aren't many options.
There's Bass Pro shop, in Gurnee, pistol only, 25 yd indoor, at 10.00/hour
They also have a rifle tube, but it's really only useful for getting your rifle sighted in. They used to not allow "military style" rifles, but someone told me that recently changed. I don't know for sure, I havent checked myself.
There's a range on 120 in McHenry, pistol and pistol caliber long guns. I think they charge 14.00/hour, but it might be less with a membership.
And then there's a place in Winthrop Harbor, pretty much the same as Mchenry, onlt it's 10.00/hour.
Those are the closest places. For outdoor fun there's the rock, and Bristol, although they only allow one round at a time, I think.
I might actuallly be living in Libertyville soon also, depending on how job prospects turn out. There arent any local laws that I know about until you get closer to Chicago, but traffic is ALWAYS VERY BAD, and half the roads in Lake county are currently undergoing repairs/widening.
Hope that helps