I haven't tried it but I always thought the bags baseball and softball players used would make good long gun range bags. They usually have writing on them and/or come in fairly specific shapes that make them recognizable as a baseball/softball bag without having to think about it. As soon as someone starts thinking "I wonder what that container is for?" you loose some of the stealth. You want their brains to recognize it as a totally familiar but non-gun related item so it doesn't alert their OODA loop.
Working for a bank, I have found that a NetBook bag works just fine. I even carry a NetBook in it with extra mags. Course, you could always get one of those deep conceal shirts with the built in holsters.