We use sand but the sand (50# bag) and it should be packed in a tight plastic bag from the factory. Then we add a plastic bag over the bag of sand (kind of like a huge zip lock bag) that we got from the local pool supply company here. I think the cost is maybe a few bucks for the bag. We never saw any signs of leakage.

I would not use rocks because they are going to attrack alge. Just think of a stream or river you've been to and remember all the green stuff growing around them? Not the kind of stuff you want growing in your pool.

barry