I've seen sandbags, concrete bags, cinder blocks, steel plates, tool boxes, bricks, buckets full of stuff, lots of compact snow, anything with weight.
If you go with sand bags you should wrap them in plastic or just duct tape the hell outta them. The crappy bags they come in fall apart and dump sand everywhere. A few guys get used tractor tubes and fill them up. They last for years. Regular sand bags last on average one season.