http://www.alpharubicon.com/leo/pvctstandc.htm
Here is an easy to make, easy to move, and transport target stand that I made and use. Make it out of 3/4 PVC and it will buck the wind better. If you don't glue it together, it comes apart and fits in almost any car for transport to and from the range.
When I sight in, I start at 13 yards. I do this to set the sight. At this distance you will shoot a hole in three shots. Then move it back to 25 yards and shoot three more. If they are close, then you can move it to where you want and make your final adjustments.