Reloading your own can cut cost. For the most in savings you would not only have to reload your own, but change out the barrell to shoot cast lead.
For the cost of both that would probably put you in the area of maybe considering a used G19 in 9mm for cheap plinking.
Other than that the only recomendation I could make would be .22 lr. It is the cheapest plinking ammo made that I know of. 550 rounds for under $20 at any Walmart that sells ammo.
No matter how many times you do it and nothing happens it only takes something going wrong one time to kill you.