Bush is OK, so is J. Henges (spelling?) off Hwy 44. The problem with the conservation ranges is no rapid shoots. You have to count to three (very slowly) before you can take a follow-up shot. They do have a range officer at all times, but call a lot of cease fires. It is not bad, if it is your only choice.
What type of distance you looking for? There is a great 25 yard, indoor, handgun caliber, shooting range in Imperial, MO. It is called Top Gun, and myself and several other people have had great experiences there. They have a huge selection, and their staff are shooters, and very helpful.
For outdoor shooting I would recommend Arnold Rifle and Pistol, but it is memebership only.