Plus 1 on the little plastic spheres (regardless of source.) While they may cost a bit more than robbing sand from the kids’ sand box out back, the leakage factor is eliminated, and getting the bag wet doesn’t matter... it will dry. Also the bag will shape nicely under your gun, it weighs much less, etc, etc.

I use “official” sand filled leather bags for formal matches where they are required, but they are much more expensive and don’t do well with getting wet!