Been about 6 years since I was there and options are very limited.
Before moving into Denver proper, check to see whether there is still a magazine capacity ban. There was when I left in '06.
As far as metro area gun clubs, Aurora gun club is outstanding and has a rifle range. But it's indoors; with good ventilation.
90 min north is Pawnee, an open range area east of Ft. Collins.
Outside of that, there's a few handgun ranges like the Firing Line, but they are lower class (a few NDs and suicides have occured there I think).