During training camp in Austin, Texas I had the wide receivers catching golf balls and tennis balls. I soft tossed both of the balls to the wrs and they were then required to look it.
Additionally, we took the golf balls and taped them to the palm of out hands to work on catching the ball with our hands.
If you want to bring some tennis balls out to practice but don't want to pay full price for them. Check out EBAY, I recently bought a 100 used tennis balls for just over 20 dollars. I borrowed one of those lobsters and we will be using it come Monday.