Gas discharge plasma targets were used for energy loss and charge state measurements of fast heavy ions 5 MeV/u ≤ Ekin ≤ 10 MeV/u in a regime of electron density and temperature up to 1019 cm−3 and 20 eV, respectively. Progress has been achieved in the understanding of charge exchange processes in fully ionized hydrogen plasma. An improved model that has taken excitation-autoionization processes into account has removed some of the discrepancies of previous theoretical descriptions. Furthermore, the energy loss of the ion beam serves as an excellent diagnostic tool for measuring the electron density in partially ionized plasmas such as argon. The experience with these methods will be used in the future to diagnose dense laser-produced plasmas. A setup with a 5-GW neodymium-glass laser, currently under construction, will provide access to density ranges up to 1021 cm−3 and temperatures > 100 eV.