I grew up in Orange Park just south of Jax. It was a great place to raise kids when I left. I don't know what it is like now. Besides crime and schools you also need to be concerned with the commute. There aren't very many secondary roads that you can take to get you downtown. If you don't mind a commute I'd look into buying some land in Middleburg or Green Cove Springs. St. John's county also has plenty of land you can buy. No sense looking for a range when you can live in the country and shoot in your backyard.