I own several of these bags (1 lg., 2 med., 2 sm.) and have used them extensively with my clients and in my own training. I highly recommend them, particularly if you are training in a 'mainstream' facility (they generally frown on duct taped duffel bags pouring sand all over their floors). We have thrown, dragged, slammed, dropped and generally abused the bags and 1 year later they are still intact. For filling, I double up 'contractor strength' garbage bags on the inside and zip-tie the (garbage bags) closed. I have several of the 'filler bags', but I have found that the detract from the 'feel' I am looking for with sandbag training, as they are too rigid and inhibit the malleability of the sandbag. The filler bags can be useful in group class settings with limited equipment for very quick weight changes. You definitely do not want to put sand directly in the bag - especially if you are going overhead with it. As Greg mentioned, it will interfere with the zipper, and the bags material acts as 'filter', keeping the majority of large sand grains in, but allowing a fine dust through that is not exactly pleasing to the eyes or lungs. I did not have great luck with pea gravel directly in the bag. Even after I screened and washed it, I still got some smaller sand grains and they caused similar problems to filling directly with sand. I would suspect most readers here will patronize Catalyst Athletics, but if you end up on Josh Henkins site (the creator), I would think twice about the DVD unless your training experience or imagination is very limited.