Originally Posted by Nomercy448

Water balloons work really good for this purpose. They're super cheap, come in great big packs for multiple shots, and are a lot easier to store than milk jugs. Fill 'em up, carry 'em to the range in a Rubbermaid tub, and have a ball.

One trick for this to help bullet recovery:

Get 2-3 5gallon buckets, a sawzal, and some duct tape. Cut the bottoms out of all but one of the buckets. Duct tape the buckets so they make a long tube, with a closed bottom. Set the water balloons up in a line in the tube, and shoot away. Water stops the bullet, buckets catch the bullet for recovery.