Normally I tend to go for high-end gear, but my range bag is a gym bag that I got at K-Mart for <$10. It's large enough to hold two handguns (in their own cases), my cleaning and tool kit, two pairs of hearing protectors, and a few boxes of ammo. I've seen some really nice ones in the ~$50 range
http://www.cheaperthandirt.com/30981-53360-1078.html
but the cheappy gym bag works just fine for me. Saves me money for more ammo!