Ranges:
There really isn't much outdoor in the Atlanta area. Some other posters mentioned some indoor ones, so I'll give you your outdoor options:
Your closest: River Bend Gun Club in Roswell/Acworth, but it's exclusive--by invitation only. It's pretty expensive ($300/yr + $600 induction fee) as well. If you have the necessary connections you might be able to get in there. I don't have connections, so I'm stuck shooting with the 'unwashed masses' elsewhere.
Probably your closest open-to-the-public outdoor shooting range is Advanced Bullets in Temple, Georgia. It's about 60 miles west of Alpharetta. It's right off of I-20, so it isn't that bad of a drive. I used to live out that way and shot there a lot, and it's reasonably decent: 10, 25, 50, 100 yd ranges + skeet/trap and cheap ($5/hour).
Next closest is a WMA (Wilson Shoals WMA) public range near Gainesville. If you go up there, be sure to bring target holders that will stick into the ground--there's nothing but dirt there. Range time is prepaid by your tax dollars.
As far as gun stores:
Adventure Outdoors is a big gun store in Smyrna. I've never been there, but I have heard they are good. However, they have had some trouble with NYC Mayor Bloomberg's coalition, so I'm not 100% sure they're still open.
It's not near Alpharetta, but I usually go to Bulls Eye Range and Guns in Lawrenceville. They have indoor pistol and rifle ranges and a small shop with reasonable prices.
Looking at my calendar, there's an Eastman gun show Jan 5-6 at Jim Miller Park. It's a brand new venue for this show, so I can't comment on it's quality. Eastman shows are usually pretty good though.
Unless your friend has a massive tract private property in the middle of nowhere, forget deer hunting anywhere near the Atlanta area. There are some $$$ hunt clubs here and there, but nowhere near Atlanta. The few people around here that I know that hunt either own or lease property way, way, way out in the middle of nowhere specifically for hunting purposes. There's very little public land open for hunting, especially without very special 'lottery' style licensing.