I like both but prefer outdoors. I went today as a matter of fact for several hours for conversation and helping a new shooter learn a bit and shoot a bit.
When I go to my outside range, which is the 1,000 yard long edge of a field I rent with 19 other folks - I take a couple of folding tables a nice comfortable folding chair and enjoy the fresh air and open expanse!
Indoors is extra nice when it is raining...
snowing, I prefer outdoors.