become familiar with the law is part of this sport, get yourself (R)PAL tested and use your vote to speak for you
many city have laws forbidding firearm discharge and TO is one of them (to my knowledge NYC and Chicago are the same)
airgun whether it is pal rated or not does not matter to the police officer (or SWAT) responding to a call (made by nosy ppl), they are treated as firearms and any violation with the firearms act are criminal charges, at that point they won't care protecting you but only themselves and (hopefully) others in the vicinity
just look at what happens half-step waving a knife on a deserted TTC streetcar
http://youtu.be/PuItH2raahg few months ago - 9 rounds of .40 S&W and then as if the guy can still hurt bullet-proof vested officer, tased
none of us want to hear something like that associated with pellet gun or airsoft or paintball or ...
there is an alternative to joining a club:
do some search on "crown land" near you for its allowed, legal usage, if you're target shooting, consider a gravel pit where a natural back stop is readily available
once you have the place narrow down check the local city by-law to confirm legal airgun/firearm discharging (call the local police and ask)
even if it is non-pal rated, unload and put a trigger lock on it or inside a locked case when transporting, store pellets separately
when you do go bring a spotter along to keep the event safe, cleanup afterwards or risk the place being shut down
its either that, make friends with people living (owning property) out in the country, join a club or stay indoors (out of sight/basement) be low profile and quiet
be safe, remember you are always responsible for the projectile wherever it may be reaching