I shot for a few months without any backstop at all. I have a woods behind my house so I would just let the lead zing. But I began to acknowledge this was not the best practice. I do have neighbors and "you never know". Over the last couple of months I've used various makeshift back stops that worked... ok. I finally decided to build something that was a little more complete. I used 4 pressure treated 2x6s and 1 2x4, all in was a little over $60. I may need something on the ground to try collect the spent pellets. So far so good though and I don't feel paranoid about where the pellets end up.