Lance, welcome to INGO. I'm not sure what side of town you live on, but many of us go to Marion County Fish & Game (MCF&G, MCFG - Indy Range Office Website - Shotgun, Pistol, Shooting Range). You can look into one of the indoor ranges in the city, but I do not care for either of them.
I live on the north side of indy, not too far from MCF&G, iill definitely be going there soon!