I've been to Pelham, but am a member of Nashua. This is mainly due to location, I'm 5 minutes from Nashua but 30-45 minutes from Pelham.
I can't really therefore comment on Pelham, other than to say that on the few visits I made it seems like a good club.
What I can say about Nashua:
PROS:
Great facilities.
600 yard range, trap, the Fowler (25/ 50yard and 100meter) range, indoor range, "Plinking" range, new action pistol range.
It also has a fishing pond and an archery range.
CONS:
Somewhat conservative. This isn't due to any FUDD attitude, but because the club does have neighbors close by and they are terrified of rounds leaving the club property.
For example, you have to qualify on most ranges, the Fowler range is designed with baffles and other mechanical devices to almost guarantee no rounds will see "blue sky".
The other problem is that the trap, action pistol and the Fowler ranges are all interlocked. This means that all ranges can't be in use at the same time. The Fowler range takes precedence over the other ranges unless there is an organized event. I don't think that this is normally a problem, and there's also the chance that rule might change.