Most of us shoot out in the boonies. The only indoor that I like is Rangemasters in Springville, but I've no experience with either AF in Lindon, or the one by Impact in Ogden. Doug's in a hole. I won't enter that store out of principle.
Winter? I shoot outdoors in the winter. It certainly makes you appreciate gloves.
Went shooting last winter in Providence canyon outside of Logan. 10 degress below 0. We had some leftover Halloween pumpkins to shoot, but our weapons didn't faze them since they had frozen solid. And another advantage, at -10 you learn real fast if your gun is reliable or not.