I, personally, prefer pea gravel around the laterals (I can think of 2 obvious reasons).

Like Ben said, have water in the tank to lessen the stress on the laterals, I like to have the tank ~1/2 filled before adding gravel or sand.

When you put in the gravel and/ or sand, BE SURE TO COVER THE STAND PIPE AND HAVE IT CENTERED,BEFORE you add it!!