The best fun I can have at the range is to bring along one of my children. My daughter has not shot in a few years but, my son still loves it.
To make it more fun for both of us we:
Use exploding targets. Really neat, commercially available, they make a loud bang when hit right. Have to be stored safely under lock and key.
Use Cowboy and Indian plasttic men as targets, or those little green army men. Only about 2 to 3 inches tall.
Shoot trap (we just started this last year - loads of fun).
When I have been able to do so at a range, I shoot at cans. Just tin cans. They make a great target, and are quite reactive when hit.
They clean up pretty easily too. Water bottles are next on my list of to dos, but with colored water in them.
Tactical shooting is ok too but I do that more to train than for fun, although it is fun. I don't train my young one yet on this but maybe soon.......
All the best,
Glenn B