I'm a native Oregoninan with three generations of roots in Oregon. As an avid (semi avid currently) outdoor type, I can tell you Oregon offers a lot of outdoor pursuits from fishing, hunting, biking, hiking, camping, clamming, mountain climbing, windsurfing, surfing (bring a wetsuit) and so on.
It does rain a bit and the Rose festival (1st week of June) is the traditional end to the unpredictable rain and stays pretty good until September or so depending on your location.
I've been in the Portland area since 93 and other than urban sprawl and expensive cost of living (high home prices), it's a good place to live. Coming from a small town on the coast, it's just not the same in this biggish city, but I have a good job that keeps me here, so be it.
If you like live music, Portland is awesome. You can easily see live shows any night of the week. The beer is great too, so cast off your mega advertising budget beer and get ready for some great craft brews. Portland was the initial nursery to the current micro-brew blitz with founders like Portland Brewing, McMenamins, Widmer and Deschutes Brewing. Many others have spawned and offer just as good of beers, but these are the best known.
As for shooting, I agree about Memaloose area, tons of gravel pit areas to blast away. On a trip last fall you could hear gunfire coming from all over.
On the west side, 20 minutes or so out of town, there's a gravel pit in Brown's Camp OHV area that is my preferred site. I reside in Hillsboro, on the west side.
Welcome and please feel free to PM me for any info that can assist you in your housing selections, recreational activities and so forth. If you like camping or hiking, I know some great secluded destinations. As shown in this thread already, people are happy to help everyone out around here.
I strongly encourage you to stay out of Multnomah county simply because they see the need to levy an extra tax on their residents. I also encourage getting you CHL as soon as posible. Not that there is an inherent safety issue, but it's a good political statement to our elected officials how we have an underlying right to freedom and liberty. And you don't have to vote to make this statement either.
Best of luck, Portland is one of the best cities on the West Coast IMO. But again, I'm truly an Oregon native, so I'm biased. FWIW.
jeepmor