I don't meet your needs for the room sharing and all, but I can offer useful destination suggestions.
Long as you're looking at Valley of Fire, continue on up the I-15 past St. George, UT, to Zion National Park. It's roughly 2 hours past VOF. The Zion shuttle bus system will let you park your car and explore the main valley to your heart's content. The buses have regular stops every couple of miles or so, but virtually no one walks between the stops. You will find weeks worth of good shooting between the stops too. You'll have to drive, but the shooting is really dynamic if you leave the valley and head toward the east entrance through the tunnel. Lots of pullouts, and great shooting at every one.
And yeah. Bring warm clothes. You won't need them all the time in the valley, because it's often warm even in winter. But when it cools, it's cold, especially mornings and evenings. And that country out toward the east entrance is lots higher than the valley and often cold.
Rooms are spendy at the Zion lodge, but there are lots of smaller motels with great off-season rates in Sprindale just outside the south (main) entrance to the park. Best of all for your needs, the shuttle buses run into Springdale, too, so you can potentially leave your car parked for days on end. My favorite is the
Canyon Ranch Motel with detached "duplexes" of rooms around a loop drive. Some of their rooms have kitchenettes, for even more savings. There are cheaper places in Springdale, too, but it's hard to beat this place for a good mix of price and comfort.
