Great idea, I just happen to own a very nice warehouse property a couple of blocks East of Market St.
Couple of issues:
1). Getting the city to let you do it.
2). What do you do about the local gang bangers, drug dealers etc. who want to use the range?
3). Figure $150K to $250K for nice computerized range equipment, construction, HVAC etc.
4). Would potential users want to come into the city?
It probably would reduce the neighborhood crime rate substantially.
Anyone with answers, feel free to PM me or post your suggestions.