Hayabusa Pro Leather Heavy Bag (Unfilled)

A:

There are many things you CAN fill it with and have a very good heavy bag. Almost universally, people recommend filling the bottom of the bag with fine sand so that it will be heavy and stay in place, but that's where the similarities end. Professionals will fill the bag completely with sand, but that tends to make the bag very, very hard and increase the likelihood of hand and/or wrist injuries. Many companies, such as Everlast, make a specific filler but that can get expensive.
My personal recommendation is to fill it with cloth, and pack it tightly to your preference. The less cloth/lighter the pack will make the bag lighter and faster, likewise the more cloth the heavier and slower the workout. The best thing to do after settling on the material is to experiment with how tightly packed it is and figure out what works best for you and your workout style.