Good posts above.
The main thing is to ensure that you don't have people living close enough to you to complain about it. You'll also want to live out in the unincorporated area of whatever county it is.
IMHO, the best area to buy a good piece of shooting property on is across the mountains to the east. I go with a friend on occasion who owns property in Kittitas County--we routinely shoot long range with no problems.