As far as good shooting ranges, I shoot in my back yard, at a friends house in Big Lake and at the Deltone Range in St. Cloud when shooting firearms as well. I know that there is a nice outdoor 3D range at the Bunker Hills recreation area in Anoka county, but there are many through out the metro area that should not be too hard to find.
Below is the link the the Sherburne National Wildlife Refuge if interested:
http://www.fws.gov/midwest/sherburne/
Below is the MN DNR webpage on available hunting lands in MN:
http://www.dnr.state.mn.us/hunting/tips/locations.html