I don't ususally range like most people, mine is out in the middle of the woods. But I have come to shooting from within a screened in 10x10 tent with tarp on the ground. It does a good job of keeping my brass easily to pick up just by folding up the tarp. And it saves having to go to another county to pick it all up as well. When I shoot at my "indoor range" in the barn I just let the brass pile up on the gravel floor.
If you are at an indoor range what about a broom once you are done?