But I've shot quality steel at different ranges and it seems it's usually at least 1/4inch thick plate steel. On the clay pigeons, try finding some stands made to set these on at Cabelas, Academy etc. Also Academy and others have some "self healing" targets made of some kind of rubber that seem to work well - either spinners or little weird-shaped objects that you shoot, they skip/roll across the ground, then you shoot em again.
Also just simple balloons and some tape or staples into a wooden stand works well too (used this method many times) for reactive targets.