In my opinion, these bags are best filled with a combination of rags and small sandbags (which are added for weight). You can use old rags, t-shirts and blankets to fill it - or you can take it to your local fabric store to see if they have anything for you to fill it with. Its nice to have the extra sand for weight.

Some people fill their bags entirely with sand, but I don't like this option as much because when the sand settles, you end up with a very heavy bottom of the bag and not as much filler on top. If you do decide to fill it with sand, you might want to get some foam that is the length and width of the bag (any carpet store should have this), and line the bag first with foam. This will prevent it from getting lumpy.