On BLM or National Forest land, you can shoot in any area that is not closed by order to shooting, or prohibited by regulation. Go to your local ranger station and inquire as to what areas, if any, are closed by order. Also, the regulations prohibit shooting from or across any road or trail, in campgrounds or inhabited areas, into or over water, or in any unsafe manner.
Be sure to pick up your brass and don't bring any bottles to shoot. Pick up your trash, all of it. Don't shoot the trees. Don't use any tracer or explosive ammunition. Start a fire and you pay for the cost of putting it out.