My favorite targets are cross-cut tree stumps. I usually try and find a tree service cutting down a tree and ask if they can cut one out and set it aside for me. Those make great targets because the grain of the wood is towards you, just like a dart board. Things will stick in them no matter what angle they're at, and they aren't very bouncy, as they are pretty heavy.
Try and give it a lot of spin when you throw it. Give it a good flick as you release it.