I've had a few different targets now. They've all been pretty crappy. My first one was a cardboard box with my old clothes in it. Its a good way to clean out your closet, and it worked fine with field points, but I like to practice with the broadheads I'll be hunting with and they were impossible to pull out. I had to force them out the back of the target, which was mayhem for the fletching.
My next target was 3 refrigerator boxes splayed open, laid flat on the ground, rolled up as tightly as possible, and then duct taped all the way around. I remember it was tough to make. Like wrestling a cardboard gorilla, but it was much better than the t-shirt target. It stood up on its own and it was mobile, which I liked, and it lasted an entire year before it wouldn't hold together anymore. The only problem was the broadheads were extremely difficult to pull out and a bunch of their heads popped right off.
The target in the picture is my best yet. Its a large cardboard box completely duct taped on the sides and the bottom, then filled with sand. The top is made out of another cardboard box and duct taped to the rest of the target after the sand was shoveled in, making a weatherproof enclosure. Its obviously not mobile. Its also very ugly as far as yard art goes, but I haven't lost a single broad head in it. Even delicate or slightly injured broadheads come out undamaged. Its only flaw is longevity. After just 4 months its beginning to deteriorate. All of the moisture in the sand has settled to the bottom of the box, so now when I shoot an arrow into the top of the target, it comes out dry and smelling like the beach, but if I shoot an arrow into the bottom of the target, it comes out wet and smelling like a swampy garbage heap. I guess drier sand might work, but I'm hoping one of you guys has the greatest target known to mankind and you would be willing to share its design with us.