Lead shot bags (25 pounds each) are, in my opinion, the gold standard for conformable weights for closing our wings, tails, etc.  They also lay nicely on the engine mount when your engine is not installed to keep the nose on the floor.  (You DO have a sawhorse under your tail, don't you?  Every time I forget to put it back I scare myself silly when I climb in and the tail starts lowering to the floor...)

I've used sandbags also and, while better than nothing, they just don't concentrate the weight enough for me, although they can be made to work (after a fashion).  I got a reasonable result but it was a pain compared to the lead shot bags.  You can get playground sand pretty cheaply at Home Depot if you don't live near a beach.

Lead shot is available at any gun store.  It costs about $18 per bag.  It's definitely pricey, but it's worth it.  I have eight of them -- when I closed my wings I used these plus sandbags.  I wish I had more.

I appreciate all the comments about how to get cheap lead, but for those of you who can afford it, the shot bags are the best.  Any gun store -- look in the reloading section.  (If you're from Massachusetts, start voting Republican and you might not have to drive to New Hampshire next time you need a gun store....)  Cloth bags are preferred to the woven plastic bags, since the cloth has more friction and the bags stay put better.  Don't put the bag directly of a surface with epoxy smears -- use a sheet of plastic in between to keep the bag clean.  (Yes, I know I'm anal...)

- Rob Wolf
(born and raised in MA -- but now a redneck Republican farmer)