Ok, I was just messing around today, and decided to try something new. I know something like this has been done before, but I thought I'd show you, and prove how powerful and cheap these things can be on short range.
Ok, basically the shell is a piece of normal paper, I used scrap paper to save money and trees

I just wraped the paper into a tube, and put it into a short piece of pvc pipe the same size as the barrel. I took a piece of scotch tape (in the picture I used masking tape). Then I folded one end of the paper tube and taped that too. I then filled the tube about 3/4 full with cut mardi gras beads (alternatley you can use bbs, airsofts, marbles for bigger guns, or watever works for you). Then just stuff the shell open end first into the breech, or closed end first down the muzzle. PUT ON A PAIR OF GOGGLES!!!! This is very important, when you have 25 little beads ricocheting around everywhere, you will want eye protection. I shot 2 shells, and the results were shocking! The first I punched a nice hole into a plastic milk carton, and the second one, I totally annhilated a beer can, this was at about 10' at 65 psi, using my 50 cal. sniper, here is a pic of what's left of the beer bottle
No doubt, this is a cheap, easy, and powerful piece of ammo, but be carefull, it can be dangerous! I'd like to hear what you think!