I now live on fourty acres in the "country" so i no longer have that problem. when i lived in town I would set the target outside in the yard and stand in my garage out of sight and shoot.

While I live about 10 mins from the big city, I happen to live on a golf course so i'll just wait till golfers go by and i'll shoot in between their rounds. Even on busy days it works out pretty good, usually very little down time if any.

I live down the street from my police station (I cold hit it with my .22 from my attic) and I shoot in my backyard all the time. I've never had a problem with the cops or the neighboors or even just people walking by. I think this just really depends on the type of town you live in. Where I am from the only store that survived in the downtown area when Walmart moved in was the hunting and fishing shop.