Shoot at other people's targets. That will save you some money as well as provide an adrenaline rush.
Actually, I was wondering about what you can do at a range myself because where I go the range is outdoors and the distance is fixed at 25 meters so I can't really do much except try to hit the paper. There is a five seconds between rounds restriction as well. It is a state park and only costs 4 bucks a day so I just go to get used to the firearm.