Whenever possible do your practice in a controlled environment. By this I mean if your course allows you to hit your OWN balls at practice ....DO IT. The experience of hitting your own golf balls out into the distance can really help fine tune your learning experience. Growing up I had 100 balls in my shag bag. I would hit this entire bag of 100 balls with my wedges and then the same amount with my short irons and then onto mid irons and then long irons and ultimately the woods, which adds up to a lot of balls in a day. After each 'repetition' of 100 balls I would have to go pick them up. Knowing I had to retrieve my own balls zoned me in to taking more time between shots. It made me zone into my target. It made me be much more precise in my practice because I didn't want to have to walk too far off the beaten track to retrieve the balls. And God help me if I lost one and came back to start the next batch with only 99 or 98 balls in my shag bag.
I know many golf clubs supply range balls for revenue and for ease and people regard this as the easiest method, but hitting unsentimental range balls provides a different environment in the mind. From my experience I become less attached to the shot knowing I didn't have to retrieve the ball I was about to strike. However if you can get out to a field or hit balls on an unused hole (as Hogan did at Shady Oaks) and know each ball means something when the time comes for 'pick up' then you will be amazed at how much more in tune we become with our swing and mental capacity.
Having seen a lot of driving ranges in my time I always marvel at how many folks just use the rapid fire approach... Wham..wham..smack..... without even watching the ball land or use the outcome as feedback for their body and mind. They look like they cannot wait to just scrape the next ball over from the pile and feel content to just tell others that they are working hard because they hit 125 balls yesterday. Jack Nicklaus always said it is the quality of the practice and not the quantity. He practiced on the range with the same intensity as if he was on the 72nd hole of The US Open.
Most driving ranges are flat. How many perfect flat level lies do we actually get to play from on the course in a true round of golf? Not many at all except for tee shots. When we practice we have control of the ball. We bring it over from the pile with the toe of our club and place it on a beautiful tuft of grass. Sometimes we even tee it up at the end of our previous divot for a better sense of security in obtaining a good strike. Golf unfortunately just doesn't pan out like that when we are playing the course proper. When I had practiced for a while I would then grab a handful of balls and wing them up in the air or just spin around with my arm extended letting balls fly out of my hand at different intervals. I would do this with all 100 balls in the bag maybe 10 at a time. Where ever they came to rest that is where they got played from. It didn't matter if they ended up in tall grass, a divot, on pine needles or behind a tree. That was the result that ball had received and my only option was to admire the lie, plan the route and execute the shot. If it didn't come off as planned then I had learned something that I could implement into my thinking or feel the next time one of my random ball tosses ended up in the same predicament.
The same thing goes when we are working on our pitching or chip shots and bunker play around the practice green. The golf ball can be very discriminate in it's nature. When we are playing golf the ball seems to find it's way into some incredible positions that we can scarcely believe at times. My conclusion to this is if it got there.... there must be some way out of there also. And this is why practicing wisely, preparing for all conditions and possibilities benefits us out on the golf course. Not only will we have a reasonable knowledge on how to attempt the shot we are facing because we have actually played the shot before and experienced it before, we also welcome the opportunity to become less 'mentally scarred' from these supposed 'bad breaks' we are encountering. Our brain will become more aware and prepared and say "I've got his shot"... instead of the normal hands in the air and "why me?" reaction when faced with these 'unfair' breaks that want to wreck our pysche and our score all in one foul swoop.
Reminds me of the old saying... "practice doesn't make perfect"... "perfect practice makes perfect".....Perfect we won't be as golf is the most difficult game ever invented........ but we will be prepared....and that is half the battle.