In Texas you can shoot on your own land. That means your yard, your river lot, your acre somewhere, whatever. Now, having said that, cities my prohibit shooting within their jurisdictions and most do. Mine does not but they do require the projectile not leave my land which is in a neighborhood on a postage stamp sized lot of about 1/3 of an acre which borders on state property. Counties may regulate shooting on private land up to 10 acres in parcel size; if you have more land than that the county is pretty much SOL unless some neighbor is complaining then it might or might not turn into a disturbing the peace kind of thing.
I've shot everything from 50BMG on down on my lot and let the projectile hit state land and some on mine. I don't make a habit of it. It's usually just a one-off thing to test a reload or dispatch vermin though on some New Years I'll rip off a mag on full auto just for kicks. Never had a problem. YMMV
But, I do have access to a small 12,000 acre patch with a paltry 1,500 yard range one of those lined pockets own along with access to a different square mile another friend owns. I assume the range at Sam Houston Nat'l Forest is still open as are others scattered through the state. Just because you live in a shitty area for shooting and maybe have no friends that will let you shoot on their land or you can't afford to buy your own land it doesn't mean the entire state is shitty for shooting.