Another Milwaukeean here. Now that we're getting CCW I'm getting a bit more serious about my practice time. I used to be a member of Schultz Rod & Gun Club out in Muskego, nice range and trap as well. They run a lot of pistol competition out there. The same group runs a winter pistol competition down at Shooters in Racine.
For local ranges I usually go to either Badger on 43rd St or The Shooters Shop on 84th St.