I'm in the process of reviewing a sandbag from Brute Force Sandbags. So far I'm very impressed with it. You should check them out.
I've heard these are good... a little expensive but you buy them once.
Ultimate Sandbag Training System by Henkin Fitness
I personally made my own... double bagged contractor clean up bags in 25 pound increments and put into an army duffle bag.
AKA: Texas Grok
I have a Brute Force Sandbag - a very good piece of kit. The strongman bag is loadable to about 80kg/175lbs and has a few handles for deadlifts, rows and the like. You can also just get a duffel bag if you're on a budget.
It really depends what kind of exercises you want to be doing with it.