Theyre all over the place. The vast majority are small (100 yds or less). There are a handful of really nice ones (long range): Nashua Fish and Game, Canterbury and Pelham. Im sure there are others as well...these are the ones I know. I belonged to NFGA, Chester Rod & Reel and Kinnicum at one time or another. The one I liked best and continued to be a member of was Kinnicum. It was super low key, the members were a generally pretty good bunch, dues were quite reasonable and it was 5 mins from my home. If you own enough land you can just wander out in the back 40 and shoot....no one is going to bother you. For those in a rural setting gun shots are normal.
You can find out more infos from the NRA website or call Rileys gunshop tell them what youre thinking and theyll probably be good enough to send out their listing of ranges in SNH.
Speaking of gunshops...there are several in SNH that are very good. Rileys is best in my view - a full service store w/ an excellent reloading dept. Manchester Firing Line has a small selection of mostly HGs and loads of class III stuff, New Boston Sports (excellent selection of CZ rifles) and Kittery Trading Post. Those are my favorites. Im sure others can add substantially to that list. Also SIG has their academy over in Exeter. The gunshows in Manchester and Condord are pretty good as well.
I know this is more than you asked for but I jsut couldnt help myself.