[chris the vis]

Hi
Usually I use a piece of styrofoam like marginatus describes.
But, I've also seen a mates clever target which he made. He basically used some pvc piping and connected four pipes to form a rectangle with pieces of string running parallel to each other, both vertically and horizontaly, as to form a gridwork of squares (the size of the squares depends on how close the strings are positioned to each other). This means you can use the target over and over without damage and see where the spear hits everytime.
Hope it helps...cheers