Things I enjoy shooting...
I think the term they use is "reactive targets", things that do something when you hit them. They do add another element of fun to your shooting. Some things to try:
Tin cans--the all-time favorite. You can hear when you hit 'em, and/or see 'em jump. Please clean up after yourself, and recycle where possible ;-)
Clay pigeons--not in the air, on the ground or against a backdrop.
Old milk jugs/2-liter pop bottles filled with water. Good for checking "terminal ballistics"--the way bullets perform when they hit things. You'll usually have to stack several deep to catch any bullets, even for .22. I gained an appreciation for soft point bullts when trying my .308 with ball ammo vs. soft point. Ball ammo didn't disrupt the jugs/water that much, just penetrated everything. Soft point exploded jugs, sent water spraying, etc. Still penetrated 5 jugs and went through into the backstop. I'll have to use more jugs and/or mix jugs with 5/8 plywood (to simulate bone) next time.
Balloons--add motion to the aiming exercise. Balloon on string with breeze. Try to pop it.
Spinning targets--commercial targets that spin when you hit 'em.
Bowling pins--haven't tried it but do a search and you'll find lots of tales. There are even some serious discussions on which pistol ammo is best for knocking 'em down.
Metal disks or plates at long distance. You can hear when you hit 'em. Saves a lot of walking.
That ought to get things started.
Again, please pick up your mess. I hate the eyesores that most "unofficial shooting spots" become. Can't be good for our sport.