I love shooting shotguns at clay targets. So much fun. Only way to get good at is to shoot alot. That costs alot of $. Making your own shotshells helps. Making your own lead shot to put in the shotshell helps even more.
So about 2-3 years ago a buddy and I got into making lead shot, and it turned into a business. For a variety of reasons, none of which including the viability of the business, it fell apart after a little less then a year.
I'm going to get back into the business with in the next year or 2, so I can't show the internet what all my "production" equipment looks like, but I will show you the beginning setup we had. The backyardmetalcasting.com forums are seeing it first!
This is what I call "The Lead Cycle" The antimony content of wheel weights gives the shot a hardness very suitable for shooting:
Here are 3800 pounds of wheel weights waiting to be melted:
This was my lead work area. You can see the lead pot to the right of the shot machine. It is a 90lb "Castmaster" Edit: http://www.magmaengineering.com/item.php?id=5 It is a high quality machine, 3000 watts, BUT HOLY COW IT ALMOST DOUBLED IN PRICE SINCE WE BOUGHT IT. I used this only for making ingots.
This is a picture of me the first time I ever made shot: I SHOULD be wearing a nomex hood in this picture.
This is the "Littleton Shotmaker" it's a product you can purchase. http://www.littletonshotmaker.com/ You can see the lead dripping out of the nozzles. You can use a variety of fluids to cool the shot. Pictured is automatic transmission fluid. We quickly changed to a different liquid. The "production" machine I used could melt 500lbs of shot in less then an hour.
Here is some shot drying on a screen. Before it is packaged/used a little bit of graphite is added to it. This helps it flow easier through the shotshell loader.
Edit: I have sold shot to world class shooters that have used the shot pictured above to win money at shooting competitions. The shooters who think that what I make, which is considered "soft shot" is useless; well, they don't know a damn thing about shotguns, and it's all in their heads.