Shooting shotgun clays is good fun and the clays dissolve in the rain. A solid hit in the center of the clay will blow it out but leave an intact outer ring.
They make sporting clays in different sizes.
We drove some small nails in a 2x4 in such a pattern that allows us to hold the small clays off the board. You can set up a whole rail of targets that way. A chunk of wood cost $2, nails are about the same, and the clays are dirt cheap.
Also, look at the Shatterblast targets by Daisy. We use them as 200 yard rifle targets. You can get the pack with stands and a box of clays.
I sometimes go on an African Safari in my backyard. That involves setting out some animal crackers and picking up my Red Ryder BB gun.