I bought three run-of-the-mill military-style duffle bags (WFS http://www.armysurplusworld.com/prod...?ProductID=916
), filled them with rubber mulch since it's larger than sand and can't work it's way out through tiny holes or gaps at the closure points, and then zip tied the end closed with 3-4 ties which I covered in duct tape. They are used an average of 10x per week for two years and only one has some damage from one of the guys dragging it on the concrete (I was upset at him!!).
The mulch was the way to go for sure! Bags + S&H + rubber mulch for the three I built (70, 80, and 90 lbs) was only $210. The mulch was the costliest part, so if you want to same some more money either make smaller / lighter bags or make bags of part sand and part rubber mulch but be extra diligent about your closure method.