I had a rather simple air rifle range in my backyard before I moved. I had a privacy fence so the neighbors wouldn't get scared (even when I'm obeying all laws, I also try to consider other people's reactions). Anyway, I called the PD just to be sure I interpreted the law correctly. She told me over the phone (just as SFG said), keep the BB's in the yard and I'll be fine.
One day, we were walking out the door with a couple of air rifles just as a Patrol Car was going by. He turned around and came back to my drive. The Officer got out and came over to talk to us (my daughter and I). I wish I could remember his name...awesome guy and a very understanding Officer. He had us laughing before it was over.
We have since moved and I now am on the corner of a very busy intersection. I won't set up a new range here just because the risk is too great. I do have a really long finished basement though
I set up an archery target with backstop and also do some air gun shooting there. It's about 40 feet is all, but fun for a quick shoot now and then.