The clay target shooting books that I read at the end of last year talked a lot about eye exercises, both to improve the ability to focus and refocus over the course of shooting at a tournament (endurance) and to be able to quickly focus on and track a moving target.
I've been watching a 20 minute DVD everyday for a month which exercises the two ways primates track objects of interest. The first is saccades which allows the eye to quickly pick up a moving object. The second is smooth pursuit which allows the eyes to track a moving object. Both obviously important for clay target shooting.
On the DVD, you follow a dot with your eyes which moves at different speeds and in different patterns. It also flashes dots and series of letters on the screen to teach you to focus quickly.
I found this iPhone app which breaks the eye exercises into four categoires: analysis, reactivity, memory, and attention.
Our Wii has a target shooting game that I think also develops eye-hand coordination, focus, concentration, timing, etc...