Fast electron transport in matter is a key issue for assessing the feasibility of fast ignition; however several important points are not clear yet. Therefore we realized an experiment with ultra-intense lasers (≤ 6 10^19 W cm^−2) studying transport in metallic (Al) and insulating (CH) foil targets. The dynamics of fast electron propagation versus target thickness was investigated by optical self-emission from targets rear side. In Al targets we distinguished two-components in the fast electron population: moderately relativistic electrons and a highly collimated micro-bunched relativistic tail. A large ohmic heating at the rear of the thinner targets was observed due to the background return current. In CH, optical emission is mainly due to the Cherenkov effect and is much larger than in Al. We also observed that in insulators the fast-electron beam undergoes strong filamentation and the number of filaments increases with thickness. This behaviour was attributed to an ionization front instability.