Are you shooting rifle, pistol or both? If just pistol, just use one of the indoor ranges.

Otherwise, you might indeed think about a membership someplace. There is Clear Creek Sportsman's Club up in Idaho Springs. My club, "Golden Gun Club" in Watkins (22 mi east of downtown Denver) is capped for membership until March of next year (2012). You might look into Aurora Gun Club (also out east, but not quite as far as Golden).

HTH,
Storm


ETA: I just checked both Aurora's and Clear Creek's sites and their membership is capped. Perhaps someone can suggest some other clubs/ranges. If you're really interested and can't find anything, check Golden at the beginning of March (like the 1st or 2nd). Golden is one of the few ranges in the area with a 500 yd range. It's strange, but all the older clubs are at limit. Actually, if you are still in Parker, Golden wouldn't be too far a drive for you (map).