One of my most used items for going to and from the range is a Bigfoot Bag. These bags are extremely well made. They come in various sizes, colors, and materials that are well suited to a multitude of tasks. My particular bag is a medium Camo-Bag.
You are probably asking what makes this better than any other duffel bag on the market. The answer is simple. Bigfoot Bags zip all the way open so that the entire bag lays flat. You can lay the bag on the ground, pile your stuff in the center, zip it up, and go. Also, because the bags are so durable and water-resistant, the open flat design becomes very versatile. I have used it as a tarp to keep my gear dry during a downpour, as an improvised cam0 blind, and as a shooting mat.
These are perfectly suited for a day at the range. I can get all of my gear in one medium bag. It is even large enough to accept my discreet rifle cases. Once you are at the range you can use the bag as a shooting mat, brass catcher, or to keep your gear dry in a surprise rain storm.
My Bigfoot Bag is one of the most versatile pieces of gear that I have ever owned.