As a personal preference, I don't shoot steel at closer than 10 yards (pistols), but I usually stick to 25 yards.
If you want to get close, angling the target down is helpful.
Also, it seems to me that shotguns tend to throw more metal back toward you than pistols. I've only been hit by stuff from shotguns (15-20 yards, by another shooter). For rifles, I'd go 50 yards or more, depending on the bullet and cartridge (both for my safety and impact on the targets).