I had a go at clay shooting. Really enjoyed it and did quite well, so considered taking it up. Then looked into the cost and bought a Bianchi instead!
The problem with clay shooting is that it's been hi-jacked by the corporate types for their jolly outings and is quite expensive if you go to an outfit that feasts off their kind of budgets. Depending on where you go, it seems to work out at very,very roughly about £1-2 a shot, all up, maybe a bit more.
That's hideously expensive to me but I (very briefly) looked into the alternatives and ways of doing it on the cheap. Here's what I found. It's an entirely imperfect piece of research.
Gun cabinet £100
Shotgun Certificate £80
Ammunition safe £50
Cheap Over and Under 12G shotgun £500
Cleaning stuff £50
Cartridges £0.20 per bang
Clays 0.10 per clay
Launcher say £400
The sticking point is that you need to find a friendly farmer who will let you use an empty piece of land.
It wouldn't be a cheap hobby, but once you have the tools, it shouldn't be entirely ruinous, I hope.