One of the principal goals of shooting is the accumulation of Stuff. There is Hunting Stuff, and Handloading Stuff, and Range Stuff, and if you want to go to the range you need something to carry your Range Stuff in, and that is a range bag. You can, of course, carry your Range Stuff in a .50-caliber-ammo can, but if you can fit it all in one of these it means you don't have enough Stuff and probably have not evolved much past Homo heidelbergensis anyway. If you're a competitive rifle shooter, you can carry your Stuff in a modified shopping cart, which is OK, because you probably have so much that you can't lift it without tearing a rotator cuff.
Brownell's, Blackhawk, and Cabela's sell all manner of range bags at all manner of prices, and you have to decide how splendid you want yours to be. My own range bag is an inexpensive nylon one that I received years ago as a minor bribe, and since it has my name on it I'm kind of fond of the thing, but as a rule, avoid the real cheap ones as they won't hold up.
What do you carry in a range bag? Here's a list which you can augment if the whim takes you:
1. Headphones and extra batteries for the headphones if they're the electronic kind. It's also a good idea to carry a second set of headphones as some dumb bastard is always going to show up without them.
2. A good strong takedown cleaning rod for knocking out stuck cases and bullets. Get it in .22; that way it will work in any size bore. I guarantee that you or someone else is going to need it.
3. Staple gun and extra staples.
4. Screwdriver set designed for guns. A must. The one you want is the Wheeler Engineering Space Saver set.
5. Screwdriver set designed for scope rings and mounts. The Leupold Mounting Tool.
6. A small but tasteful first-aid kit, because s**t happens.
7. A Leatherman Tool. Do I have to explain?
8. If you run matches, a stopwatch and a loud whistle. Check the whistle before you buy it. A lot of them are pathetic.
9. If your range requires them, empty chamber indicators.
10. A Rite in the Rain pad--waterproof paper that won't disintegrate in the damp. A couple of Fisher Space Pens, which write under any conditions. If you have a brain in your head you'll be writing stuff down.
11. If you use a chronograph, keep the pad in which you enter results in your shooting bag.
12. Duct tape. See Leatherman Tool.
13. Red and black Sharpie pens for marking up targets with notes such as "WTF?" "Why is this happening to me?" "What did I ever do that was so bad?"
14. In the summer, bug repellent. The most savage, bloodthirsty insects favor shooting ranges.