I made a bag course in the small woodlot behind the house. Very simple, very cheap, very easy to maintain.
I have 12 small plastic feed sacks stuffed with any plastic bag, tarp, wrapping I could find. I twist the bag at the top and tie off with a long wire. Wrap the wire around a sapling of 2"dia and let it hang. Done! I keep the bottom of the bag off the ground about 1-1/2' so it's mostly out of the snow in wintertime. They stay up year 'round.
I kicked out a simple path from one bag to the next and can shoot it both directions. The shooting distance is whatever you want as you walk up the the next bag. My bags are placed approx 40yd apart.
Eventually the bag needs replaced so I stuff the whole thing into a new bag, tie off, and start shooting. The sapling might eventually get shot enough to warrant moving the bag to the next sapling. The targets are totally weather proof and pretty much free.
Since I made my course a couple years ago I rarely shoot at my regular 4 target range. Just too boring.