Depends on the kind of shooting I'm doing. For working on accuracy at long range (100 yards) with my rifles using iron sights, I shoot target clays. They're cheap at WalMart. And you know immediately when you hit one without having to use a spotter scope.
For working on accuracy with my pistols, I use either 4x6 or 3x5 index cards, depending on the distance I'm shooting at.
For working on self-defense with either my rifles or pistols, I made my own target stands so I could use life-size targets that I buy from
www.letargets.com. I prefer the IALEFI-QR, IALEFI-QR(B), IALEFI-QR(C), IALEFI-QR(D) type targets that you can find here (scroll down a little more than halfway):
http://www.letargets.com/html/targets4.html
However, LETargets has tons of other targets for all kinds of things, so if you don't like what I posted above, you should be able to find something to suit your needs.