For .22 pistols, you can buy some fairly inexpensive reactive targets that are a blast and last for quite awhile. For occasional touch ups, a can of international orange paint and one of flat black are all you need.
For my SKS, we used to go out and find where the Bubbas all go to recycle their fridges and dishwashers. A 20 year old Bubba class refrigerator can be a lot of fun at 100 meters with 7.62 shorts. Afterwards, we haul them to the county garbage/recycle center. They know me and know my son and I clean up a lot of Bubba drops, so they let me dump for free sometimes.
For IPSC/USPSA practice, I buy the IPSC classic targets, make my own target stands out of 2" PVC and use furring strips for uprights. When I can I also get out to the club to shoot the reactive steel in the action bays.
For shotgun, CLAYS! Hand thrown, Trap single, doubles, and sporting clays - Yay!