You just missed the big Indy 500 gun show at the fairgrounds by 2 weekends.
Which armory is the Central show going to be at? I've not been to that one.
The best shop in the Indianapolis area in my opinion is Plainfield Shooting Supplies. Go around the west side to I-465, take I-465 down to Washington Street. Take Wash St west about 5 or 6 miles to Plainfield, the shop will be in the same general location as Dicks' Sporting Goods. Bob, the owner of PSS is the best guy in town to deal with I've ever known.
The shop is on the north side of US40 (Wash St), so you'll be turning right to go into it.
Albros on the southside is also good, and as you're in the Castleton area, you could take a look in Gander Mountain, on 86th street east of Allisonville Road, north of Castleton Square shopping center.
Popguns out on East Washington Street at Post Road has an indoor range. I am a member there.