You can buy shooting pads at any online hockey retailer, but you can also make a decent one at home.
Any basic (flat & smooth) white wall paneling will do, cut to about 4'x8'. This can usually be found at our local home improvement stores for under $25. Apply a generous amount of furniture polish (rubbed in thoroughly) and see how a puck slides around on it.
This makes a great surface for stick-handling with a wooden ball or puck, as well as puck shooting.
A very simple shooting target can be made from plywood and paint. A standard hockey net is 4 feet high and 6 feet wide. The red pipes are usually 2 inches thick. It's a good idea to mark targets in the corners to encourage targeting those areas where the goalie won't be.
Once you have a nice shooting pad, a rebounder can help with passing and stick handling. This video can help make a great rebounder for under $20 in materials. The parts list is in the video description.
Check out this video for a DIY sauce kit when you need to work on saucin' the puck!
One common item is a rack for drying your hockey gear. There are many different designs that you can find online, usually PVC-based. The more creative ones use holes and a vacuum/pump to circulate air and speed up the drying process.