Well actually since technically a drone is an aircraft (per the FAA which is why they can regulate their use) shooting at an aircraft is a federal offense. So shooting at a drone even if illegally flying is a crime, no different than if you shot at a 737 flying over your house. You don't own the air above your house so shooting it up there is illegal (besides the discharging of a firearm next to a dwelling is often illegal in many locales). The correct course of action is reporting to law enforcement.