The Bullet Trap, in Plano. The people are good, the selection is good, and they have a very large rental selection. Their range is indoor, though the only relief from heat is fans. For an outdoor range, I go to Elm Fork, in Northwest Dallas. That'll be a little far from you, but I don't know of any good outdoor ranges near McKinney (I'm sure they exist, I just don't know of them). Elm Fork has pistol, rifle, shotgun, skeet, and archery facilities. The rifle ranges are 50 and 100 yards.
[WARNING: The following statement is explicitly and solely personal opinion.]
I would avoid DFW Gun Range like the plague.