I've also got the wedding cake steps. The pool builder put in the sand bags wrapped in plastic bags. I also had the big mess at the end of the season with the bags disentigrating and getting sand in the water, and over the bottom at that end. I didn't do that again.

I use some large oval and rounded river boulders (no nicks or edges), three - maybe 20 to 30 pounds each or so - that I got at a rock supply place. They've worked great for me for three years.