For pure precision shooting off a bench rest, definitely a heavy bag. I've tried all kinds of fill - playground sand, zircon, lead shot, cement, steel shot and I can't remember what else. Since I don't compete, and don't have to worry about any silly rules, I can use whatever I want.
While I do like the heavy bags for bench shooting, I've found you can over do it. Especially with weaker bags, and even more especially if the bag has a thin bottom. Too easy to stretch these bags out with heavy fill. Then the bottom gets a belly in it, and the back doesn't sit flat on the bench very well, and that is bad news.
Also, you have to be very careful about how you fill the ears. If they are packed too tight with heavy material like zircon or lead shot, they get too hard and the rifle wants to bounce around in them during recoil. Which is bad news. At the same time though, you don't want to underfill the ears, because then the fill tends to shift around during a shooting session, changing the relationship between the stock and the bag - more bad news.
What I've found I like best, is to first use a bag with a rigid bottom, so I can fill the bottom part of the bag as heavy as I want (some of my rear bags weigh over 30 pounds!). But, I use just plain old playground sand for filling the ears - I fill them just firm - not too packed, but definitely not loose.
Really though, this is one of those things that everyone can come up with their own ideas and ways they like to do it, and if it works for you, then that's all that matters.
For field bags, I don't EVEN like them as heavy, and fill completely different. One of my favorite field bags is filled with plastic beads. Won't work as well for shooting tiny groups, but it sure is a lot nicer to carry!
- DAA