That depends on how malleable you want it, and how heavy you want it.
I use corn cob tumbler media (just ground corn cobs). It makes for easily manipulated and fairly light bags.
But, I know several shooters that prefer filling their bags with lead shot.
Their bags can be difficult to form to the shape you desire, when overpacked, and, of course, they're quite heavy (15-25 lbs just for a rear bag).
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Don't even try it. It's even worse than the internet would lead you to believe.
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