Erich is right, contact distance to about as far as your range allows. There is going to be some issues with distance depending on whether you are using a pistol, shotgun (and various loads, bird, buck, slug), or rifle.
People will tell you, more than likely, that you need to shoot distance more than you need to shoot up close, the idea being that the skills of shooting at distance will make you a better short range shooter. This is both right and wrong. Shooting at distance will allow you to work on your marksmanship skills. As Erich noted, your gun presentation time should be the same, but at distance, it is going to take you longer to sight, get a steady sight picture, and got off an accurate shot. Distance allows less room for error than up close.
What a lot of folks who don't practice at short distances don't realize is that for CQB shooting, a different set of skills is emphasized. Up close, things happen quicker and so you need to have your gun on target quicker. Up close may mean that you don't get to line up your sights, wait for them to steady/settle, and then get off that nice marksmanship shot. By the time you do that for close range conflict, things may be over for you. Remember that your opponent may not be that skilled and so distance is your friend as a person who practices. So up close, the bad guy stands a much better chance of defeating you. If he has a gun, even a poor shot can do well at close range. There was an incident a few years back where a blind guy in a wheel chair was able to shoot an attacker multiple times. How? He grabbed and held on to his attacker, pulled the gun, and started shooting. Not back for a blind guy in a wheel chair. So he had no marksmanship skills, but scored with his shots. He used the lack of distance to his benefit.
At distance, you often have more time to work your shots. One of the guys in Somalia from the Blackhawk Down incident noted that if targets were 75 yards out or more, he would drop to one knee for a steady shot to engage his opponents. This was a slower shooting position than just spraying and praying, but he was able to shoot better and his opponents using the spray and pray technique really had little chance of randomly hitting him.
"If you look through your scope and see your shoe, aim higher."
-- said to me by my 11 year old daughter before going out for hogs 8/13/2011