As Shadow stated, Chris Tilley is your best bet in Cary. His outdoor range is only about 40 mins from Cary in Sanford.
Also, check email Todd Jarrett as he sometimes have classes in NC. His email is todd@toddjarrett.com.
Also, Billy Barton, www.spectrain.us, I believe gives lessons but he might be 2 hours from Cary.
Lots of matches within 1 hr of Cary so shoot some. I usually go to Sir Walter, The Range at True North, Goshoot (Tilley's match), CGGR (Zoo City), and Pitt County. Oh Chris Tilley also has an indoor match on Wednesdays I believe in his indoor range in the Raleigh area. Check for GoShoot in Practiscore.