First, let me state it's a ton of work. This was for my own use, not commercial. I did this when I lived in FL. The earlier poster who stated the Air Handling/Filtration system was a major cost wasn't lying. In FL I had to cool the range and due to the need to be able to adequately clean the range the Insulation in Range area was minimal. The other matter is insurance. I was not able to build this in my home or attached to my home. I was required to have a separate building with it's own policy and it was pricey.
Now I tried to "go it alone" and got frustrated. Then a friend of mine suggested getting someone to "run the hurdles" for me. I might suggest two companies.
The one I used
http://www.range-systems.com/
One I looked at seriously, but, we couldn't get a schedule worked out (my issue not theirs)
http://www.actiontarget.com/
I looked at this one and spoke to these guys but, they ere covered up at the time (2003-2004)
http://www.ais-sim.com/index.htm
Lastly, here's a list of resources:
http://www.nssf.org/ranges/consultants/
In closing, I'm starting to build one here in IN (Private) and I'm doing a "hybrid" I'm working with Blackwater. I'll use a Blackwater BEAR with an outdoor range, but Indoor shooting bays (heated and cooled). BW is great to deal with as is Range-Systems. Trust me Range Systems will save you $$$$$. IMHO