Andy - I really can't answer that. I haven't bought a "store bought" target in years. For myself, I already have the 8 1/2 X 11 card stock so the site that I gave the link to offers me a wide range of targets. The card stock that I have runs about 5 cents a sheet and then the printer ink on top of that. I'm guessing that each target probably runs around 15 cents or so. By printing my own off, it gives me the opportunity to utilize a wide range of targets without having to buy a packet of them.
I shoot at an indoor range when I'm in Arizona for the winter and after I've punched a bunch of holes in the range supplied target (which is a larger sized target - usually I use a SD type target) I can easily take one of the targets I've run off and tape it on to the used target to give me a variety.
Newsprint works fine as you stated but I personally don't care for it due to its lightweight. A lot of times when I'm shooting, there's a breeze blowing and for me it's easier to use the heavier card stock with push pins. Years ago I purchased a bulk lot of larger muzzle loading targets (in fact, I think I purchased them from the NMLRA). I eventually used them up but really hated them as they were printed on newsprint and were a PIA when there was a breeze.
A good variety of steel targets can be a hoot as you at least know when you hit 'em. One of the best matches I ever participated in was on the primitive walk at Friendship a number of years ago. The first station was timed - starting a fire with flint and steel. One guy got thrown out of the match as he had put lighter fluid on his char. The second station was shooting at a kitchen match. I had just finished up building a custom .54 Hawken before going and I took the match head off - much to my surprise and amazement . . and joy! The third station was splitting the ball on an axe and breaking a clay pigeon on each side - that one I didn't do so well on but I did break one pigeon. The fourth station was a tomahawk throw and the fifth station was trying to hit a deer target in the brush. I'm not a big "competitor" but I do like matches like that which are a little off the wall and the targets a little different. The gunmakers match was always a lot of fun as well as the targets were out there at quite a range and usually a breeze to throw you off as well. I don't know which I liked the most on that one . . the shooting or the good natured hassling from the others as you shot.
If a pair of '51 Navies were good enough for Billy Hickok, then a single Navy on my right hip is good enough for me . . . besides . . . I'm probably only half as good as he was anyways. Hiram's Rangers Badge #63