Sounds good.... Until you start adding up the price. Indoor ranges cost lots more to maintain than Outdoor ranges. You will have to have a bullet trap with lead mining capabilities, exhaust fans with filters and maybe intake fans as well. Zoning can be an issue.
I own a gun shop and seriously considered an indoor range but soon found out that if I had the kind of money needed to start such a venture I would be much better off to invest said money, live off the interest and just go fishing everyday!