Driving range with chipping greens and practice bunkers: the Leatherman Golf Learning Center (see the links page) is a good one. I haven’t seen it myself yet, but Emerald Lake just advertised a renovated / improved chipping and short game practice area.

My favorite place to do this sort of practice is Charlotte National in Indian Trail. Of the 4 courses nearest me, this one is by far the best in terms of short game practice. The chipping green is large and cut low like a real green. It also has a large practice bunker and about 50 yards of fairway cut grass to practice pitches and half-wedges. I see people there all the time with shag bags.