I prefer outdoor ranges over indoor, but I'd rather be outdoors over indoors doing anything anyday. I have not found an indoor range that was ventilated well enough for me and they are noisier. The main thing that keeps me out of indoor ranges is I was hit in the shoulder one time by a slug from my 45 that had bounced off the back wall and came back and hit me. I wasn't injured, felt more like a good punch in the shoulder, but I have always been a little leary indoors since then. Give me a big old berm of dirt for a backstop any day.
In Michigan I used to go to the Bass Pro Shops to shoot indoors all winter...it was awesome. Pricey, but awesome to be able to shoot comfortably all winter.