It would help to know what kind of shooting you do.
Rochester Rifle Club is an indoor only range off Winton near the canal (so just a bit south of 590.) I have only read about the place, but they have a pulley system for the targets, and are "open" 24-7 (security card opens door - though some have reported problems with the card locks.) They do have a lot of youth shooting leagues, so it is best to know the schedules so you don't show up when the range is occupied.
Ontario Rod and Gun Club has no indoor ranges, but their outdoor ranges sound good, and they woudn't be too far from Penfield (about 20 min for me, but I'm on the line with Wayne County.)
I've also considered Canandaigua Sportsmen's Club, again no indoor range, but sounds OK otherwise. If you pay your dues on time, it's only $115/year, and volunteering can shave some off that (cleaning up, helping out at events, etc.)
Seems like for shooting skeet there are lots of places to go, Outlet and Walworth being the closest, then perhaps Victor. I don't even own a shotgun, and don't really have much interest currently in skeet shooting.
I will probably take a closer look at GCL, because it is so close, and has indoor facilities. I also have a flexible schedule, so I can shoot anytime, so if it's busy on a weekend or after work hours, that's not a big deal for me. I can go in off hours.
I would like to hear why you're not interested in GCL.