A sand pile works great. Lacking that, I go down to the local feed and grain store and get some of the empty feed sacks and stuff them full of plastic bags or shrink wrap. Very similar to the U-stuff-it targets.

The wife bought me a black hole target that says it's a broadhead target. It was great for the first 20 shots, which all went into the white circle. Shot through the danged thing with 20 shots and 2 blade broadheads with a longbow so I wouldn't recommend it to anyone shooting a wheel bow and broadheads. It's good for field points but very limited life span with broadheads.