Winchester here, lived here most of my life. I'd say very gun friendly, pro-family. About as safe as you can get IMO. Things vary county by county, Frederick county (Winchester) being the more uppity of the two places you mentioned. Warren County (Front Royal) is more red-necky, in a good way, and more convenient commuting to DC if that is your plan. We're hoping to move to Shenandoah County soon, which seems to split the difference between the two. The further east you go, the more liberal the local govts.
Can't answer your question on gun ranges. Most people I know either belong to a hunt club or know someone with land. Heck, we shoot guns as part of our monthly men's prayer breakfast at church, it's that kind of place.
One caveat: several weeks ago the State Police, local police, ATF, and BATFE was doing a joint crackdown / dragnet thing on the local interstates for several days. I didn't like that at all. I'm of the opinion that in these times the best place to be is somewhere with the fewest people. Winchester is getting to busy for me.