I use a Lawrence 25lb shot bag filled with a bag of rice and the end sewn shut. I also have a couple cloth bags that held shelled pistachios that I filled with rice as well haha. The rice won't work its way through the bag like sand and the plastic bag prevents any rice falling out of the seems if they come loose. You can adjust how firm or squishy the bag is by adding or removing rice.
I have three bags, two medium ones, one is stiff and one isn't, and they are about 8x6" and the other is somewhat stiff and is around 10x4" and is not very tall. I tend to bring one of the medium ones to get a solid position in most cases, but the smaller bag really becomes handy in certain spots. Sometimes stacking the long thin bag with a fatter one is required. They are easy to make and can also be made from old blue jeans or just about any rugged material. It is really nice to have different sizes for different positions and situations.