I train at these distances: 3 yds, 5 yds, 7 yds, 10 yds, 15 yds, and 25 yds. Note, these are in yards, not feet. The reason I train at these distances is because these are the distances I will be at when I do firearms qualifications.
However, what are you training for? Is it self-defense? If so, anything past 7 yards is more than likely overkill, and the way I would train is to try to get off rounds quickly and in center of mass. Target shooting so you can hit a one inch by one inch square SLOWLY is not good training for self-defense. You want to be quick, accurate (on Center of Mass), and be able to get many rounds off quickly. There are many other drills that I would recommend if interested, but you only asked about distances.
If you are trying to target shoot, then any distance would be an interesting challenge. If you have a competition you are going to join, find out from them where the targets will be and how large. This will give you the answer you are looking for.
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