I have bought most of my steel from https://shootingtargets7.com/
They have sales for every holiday including minor ones. They have charts. on the website to tell you what thickness you need for different calibers.
The high velocity rounds you need more distance, 100 yards is probably good. If you angle your targets properly you will not get fragments bouncing back but if you don't have the right targets for what you are shooting you will put some divets in the steel that can cause some unexpected ricochets.
I have 30 or so steel targets scattered on my range. I color code mine so we shoot what they are intended for. All are good for .22 but .22 specific I have painted red. Some of those I have bought different places when I see a good sale. Next thicker are painted yellow and are good for most handguns and carbines up to 45acp. Green are the thickest and are good for the bigger stuff I own. Part of the reason besides cost for not doing them all thick is they don't ring as well for the lower calibers.
My closest target is about 7-10 yards with a steep enough angle for handguns that they don't throw back scatter. I go out to 30 yards or so for shooting from my deck. I have a shooting stand that I can setup to get out to 60 yards. For shooting bigger stuff I go to the public range. Just don't have a place for a longer range. A neighbor was putting in a 300 yard range and told me I could shoot anytime, then sold his place and with the pandemic have not gotten to know the new owner to see if they are shooters. Another neighbor was going to put in 100-150 yard range then his significant other kicked him out. She might let me build it but not sure I want to put the effort in by myself on someone else's property.