Choose a reasonable number of firearms for the trip.
This may sound silly, but too many people try to cram every gun they own into the car for the range session. Couple this with a limited amount of time that can be spent at the range and you soon reach the point where nothing really gets accomplished.
Choose the firearms that you want to work with and take only those to the range. Dedicate the session to accomplishing a reasonable pre-determined goal, whether it is testing new loads, sighting in a gun or honing your shooting skills.
Keep complete records.
Records are essential to becoming an expert shooter and/or reloader. Keep records of each trip including information such as date, firearms tested, ammunition (caliber, bullet weight, powder charge), temperature, wind speed and angle to your shooting line, humidity and lighting (cloudy, sunny, and etc.) as well as your groups sizes. Make an Excel sheet with columns and headings for each condition and notes. A quantity of these punched and inserted into a loose-leaf binder should accompany you on every trip to the range.
Here is where honesty with yourself pays off: Record all groups. Not just those bragging sized ones; all groups. Record the conditions and any reasons for "flyers" or other non-bragging shots. Write on the targets if you want, and save them for future analysis. Once your get home you can analyze these targets to get a feel for what might have gone wrong. Shooter error? Wind gust? Action bedding? Dirty bore?
Fire every shot as if it will be the only one fired.
I see far too many people rush a shot on a target then disregard it as "pulled" and not include it in the group they are shooting. They seem to depend on the next shot to correct the mistake of the previous one. Sometimes this is a result of trying to squeeze too much practice into too little time. If you don't have time to do it right, don't do it. It just develops bad habits.
Concentration on technique, breathing, sight (or scope) alignment and trigger pull for every shot builds muscle memory that pays off in the field.
Use correct targets.
Huh? Correct targets?
Today's trend is for high visibility fluorescent colors on targets. Not a good choice.
Fluorescent colors create a "halo" effect in bright sunlight and provide a false register for your sights or cross-hairs. Try using a dark aiming point and you might be surprised at how much better you are shooting. I usually make my own scope targets using simple 1/4" - 1/2" ruled graph paper and put black ( or any other non-fluorescent color) 1/2" stickers (available at any Office Max or Wal-Mart) on it. This works better and is far cheaper than commercial targets. Through a scope, the dots are clearly visible but small enough for consistent alignment. The graph paper helps determine at a glance the amount of sight correction that may be needed and, with accurate rifles, several dots can be placed on the same target to prevent having to re-post them as often.
For open sighted firearms, choose targets that compliment the sight configuration. If using typical handgun sights, the aiming point should be square bottomed and just wide enough to appear the same width as the front sight from the distance chosen to help keep lateral error to a minimum. Bead front sights on rifles can use aim points that are round to created a "figure 8" picture. Again, select a target that is big enough to see but small enough to eliminate error.
Don't waste time adjusting your sights for conditions.
If you have previously zeroed your firearm on a calm day, why fight with the adjustments when the wind is blowing? Time and time again I have seen people struggle with their scope settings because they assume that they must be "off", never considering that conditions aren't the same as when they originally sighted in. (See Keep complete records, above)
If you have sighted your firearm correctly and the groups are moved 1.5" horizontally, stop and check your conditions. If your particular load/velocity/caliber data says that a 10 mph breeze at right angles to your bullet path moves your bullet 1.5" at 100 yards and the wind is blowing, your sighting is probably correct. You can even rough-sight a new gun on a windy day if you know the figures for your cartridge and the true wind velocity. Just zero your shots to register the appropriate distance in the direction of the wind movement and you will be pretty close. Take the data for each firearm along for reference. Relatively inexpensive and compact anemometers are available through many sources and can provide valuable data.
Never disregard the effect of wind conditions. There is no such thing as a bullet that isn't affected by wind.
Practice with all accessories in place.
If you will be using a sling, bi-pod or any other addition to your firearm in the field, use it on the range too. Sling tension and bi-pod "bounce" can (and will) make a difference in your actual point of impact. It makes no sense to painstakingly sight in your rifle from nice cushy sand-bags and then watch your shots string or otherwise open up when using bi-pods or a tight sling position.
This also means practicing from actual field positions (kneeling, sitting, prone and off-hand). Final sighting-in for handguns should never be done from a bench. While resting only your forearms on bags isn't too bad, final sighting should be done from the back-braced sitting position. (Sit on the ground with your back against a firm object and knees bent. Rest your forearms between your knees for bracing.) This position will allow you to achieve a sight adjustment appropriate for most field positions.
Think ahead and plan what you want to accomplish on your trip to the range and follow through. That isn't to say that informal "plinking" is wrong, but even plinking can be done with correct technique to provide valuable practice without interrupting the fun!
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