I don't know why I haven't seen this before, but you can bet I just bought this as soon as I did! The Nerf 11506 Elite Portable Practice Target acts as storage for your Nerf darts as well as something to aim at, and it's a bargain too! Grab it now from just £7.99, or 2 for £15!
Nerf Elite Portable Practice Target
(NB Amazon have this listed with an RRP of £30.09, but that appears to be a mistake)
This Elite Portable Mesh Target from Nerf has a handle so you can easily carry it with you for easy re-loading mid-battle. It's also great for storage for smaller blasters and spare darts, and when you're not battling you can use the targets to practice your aim.
I've ordered one for my kids, though thinking about it they should probably have one each to avoid arguments! I was thinking of the storage as much as anything, as this can hang on the back of their door out of the way!