Bowling pins are fun. Most bowling alleys have old ones for $1 each.
I always wanted to get a big box of molding clay so that you can see the cavity different rounds produce.
When I go to my folks place to shoot (middle of no where) I will lay 20ga shotgun shells on their side and shoot (from 100 yards plus) the primers with my 10/22. You know when you hit them, same goes for those little Coleman propane bottles. I would not reccomend even attempting that at a public range though.
My favorite is pop/beer cans. Well, that and ground hogs.