Back in February, and again this summer, I visited the Dare County Shooting Range. For the summer visit, as we were on vacation, I was able to visit during the week when it was not busy. Took the kids, and we had a lot of fun.
When I went in February, they told me "If you come here on Saturday, show up early, because the High School is here after 11:00."

They're inland at Manns Harbor, a short drive west over the bridge from Manteo/Roanoke Island.

Here's a link to their site: http://www.outdoorsunlimited.net/~obgc/index.html
Parry