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As another poster noted, an indoor range is some times the only realistic choice. When I lived in Los Angeles, it was the ONLY choice short of driving 2 or 3 hours to Lake Piru. LAX Range (an indoor one) was right off the airport, and was "only" about 40 minutes away. Anyone in a big city is going to have an issue like this.

And I don't even like outdoor ranges that much -- they usually seem to frown on actual SD practice (e.g. rapid fire, drawing and shooting, moving and shooting, shooting from unusual positions and the like).

Now I am fortunate to have my own backyard big enough to shoot in. And I paid for the luxury of heat, cold, etc upfront in the purchase price (and yearly in the taxes ... )