I have been going to our local range for several years. Started off shooting paper targets, but this gets old.
I found that a fun and challenging reactive target is to shoot used K cups. Of course you have to be on a range area that allows this. Used K cups usually go in the trash, but I just save up a dozen or so and then at the range I just randomly scatter them around. When hit they reach in dramatic ways. And when you hit one it moves further away making the next shot more challenging. Fun - inexpensive - easy to clean up when your done.
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Paper is OK, but steel or reactive targets are much more fun!
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Some things I have done to change it up is to use old water bottles or even bigger if you want. I fill the item with great stuff foam, use a piece of masons twine and suspend the targets. I then have a reaction target that will hold up better than an empty jug. it moves, sways and reacts. depending on the caliber I use will decide how long the target is usable. Almost all of my practice is with rimfire so the targets hold up for several hundred rounds. when I am done shooting for the day I shoot one 7 round magazine with my carry gun in slow deliberate practice. Or I will do ten dry fire trigger cycles for carry gun practice. as long as the range does not have a rule against this type of target they are easy and light to put up 3 on an indoor range target hanger and run them out to what ever distance you want.
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I love shooting stuff that breaks! Most all organized ranges Iāve been to donāt allow breakable because of the trash left behind, and I get that.
Years ago when I first moved here there were quite a few places called āstripper cutsā, which are abandoned strip mine sites. The deeper pits had mostly been roughly backfilled, giving the area a rolling topography. It could be dangerous, what with the patches of āquicksandā and the chemical lakes of runoff, but they were mostly unfenced and out in the country. Older cuts had grown up in scrub and people would hunt deer and Turkey there, as a well as ride dirt bikes and ATVs. Some brave souls even fished the cleaner looking lakes.
As you might imagine there were also a good many makeshift gun ranges dotting the cuts; anywhere there was firm ground next to the haul road and the semblance of a berm at a fit distance. Here was a place with no fees, no set hours, and āanything goesā was the only rule. We shot at bottles and cans, dumped appliances and furniture, old dishware, broken toys, and anything else that would break.
I once made myself a large target frame with multiple crossbars and s-hooks. I drilled holes in the rims of clay pigeons and hung them from the hooks, giving me 25 targets to shatter. Itās a great setup for speed drills. With a little imagination you can come up with all sorts of stuff to hang on the hooks to challenge your speed and/or accuracy.
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Check with the local bowling alley. When they change out pins a box of old ones are dirt cheap if not free. An eye bolt on the top and hung from a cross bar is great.
Craig
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When I was about 14, my brother would sit me down with a .22 rifle at a picnic table that overlooked a pond at a local outdoor range. In the pond were dozens of corn cobs. (They float.) If you put a round at just the right spot the cob flies up about ten feet. I never did shoot one in the air, but I sure did try. That has to be the most fun Iāve ever had a a range.
And, of course, donāt forget to clean up the mess you made.
Goes without saying.
Iāve seen an interesting drill that I have to find somewhere to try. Inflate a bunch of blue balloons and hang them at a random pattern from a support structure. Inflate one red balloon and put it somewhere in the group. Your target is the red balloon.
Itās an interesting drill: helps isolate the target and target identification. Not to mention moving targets if itās breezy. 
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We do something similar, weāll use multi colors and with a sharpie put a letter and number on them. Then a training partner will call out a color and number/letter. On occasion youād call out a bogus color/number combination as a no-shoot scenario. For instance, redā¦5.
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Dawn
That reminds me of a drill I made for a training evolution. I got several dozen 3/16 dowel rods 36 inches tall. Little plastic balloon holders, called balloon cup holders, I would post a dozen balloons on the 36 inch dowels in a random pattern on the range. The balloons can be blown up to any size. Then I take an inexpensive battery operated car. I make it so it can have a dowel attached to the car. Then I drive the car, with the long dowel and ballon target sticking up, around the maze of targets standing around on the range. The idea is to see how fast you can hit the moving target without hitting the stationary balloons. There are a million, maybe not a million, variations with balloon color, shooter positioning, can they move ā¦etcā¦ yes it does take some set up and a range buddy but it is a blast and can really put you to a test.
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I like this idea a lot, do you mind if I add it to my evolutions? I will call it the Sheridan drill.
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Itās challenging and fun. Go for it.
LOL, no problem. Go ahead, Iām flattered 
You can definitely mix this up too. Call out several balloon combinations (red/5, yellow/X) and throw in a no-shoot balloon.
And for advanced students that you want to work drawing from the holster, have them randomly find a page in a book and start reading outload (itās important that they read outload because they will focus more on the reading and not memorize the colors and letter/number combination). Then the instructor/training partner calls out the balloon(s). This variation of the drill forces the shooter to transition focus from code white to code red and engage the threat. This drill can be done from standing or sitting. Obviously safely drawing from the holster and shooting should be done with dry fire to perfection before introducing live fire.
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Really dangerous shooting a .22 at water. One of the main āno-nosā we teach.
Please donāt do that. The danger for ricochet is significant.
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While Iāve never seen it, I have heard about bullets ricocheting off water. Glad youāre here to talk about it, @AlexV, but I wouldnāt advocate doing that again.
Knowing your target and whatās beyond it is especially important at an outdoor range.
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I like the Sheridan drill. Interesting concept of reading, and transitioning. We have a moving target system that we train, and this concept we are going to add to our drills. The jeff/Sheridan drill has really peaked my interest for training. So many thanks for sharing!
Not only BEYOND 
You need also think what are you shooting at. 
Bullets pass through the surface and into the water. Iām not sure how a ricochet could occur, unless the entry angle was very shallow, allowing the bullet to glance off the surface. In this case the pond was way below the picnic table, like shooting into a crater from its rim.
Not to worry, though. After nearly sixty years, I doubt that the range is even still there.