The following suggestions apply to filling sandbags used for target shooting. Though I am no expert on all the options for filling shooting bags, clearly the most popular choice is sand, and that is likely because it works better than other stuff.

Sand
The argument against sand is that it is abrasive. Unwashed sand contains fine, abrasive particles that get into almost anything, pose a problem for your equipment, and inhibit flow into the bag. Washed sand flows readily, a good bag won't leak washed sand, and the particles in washed sand are large enough not to be a problem even if it did. You could spend hours trying to fill a bag with unwashed sand.

Worse, unwashed sand might also contain organic material that could grow inside your sandbag. Whether you get sand from a field, a building supply, or even a beach, make sure that it does not contain rocks larger than your funnel tube, preferably no larger than half the diameter of your tube, and that the fine particles have been washed out.

Washing Sand
Fill a bucket about half full of sand and finish filling it with water. Stir until cloudy, and pour off the cloudy water. Repeat until the suspended particles sink so fast that you cannot easily pour them off. You now have washed sand that, when dry, will flow like sand in an hourglass, right through your funnel and into your bag.

Drying Sand
Nature will do it for you if you are patient. Your oven will do it faster at 250º F, and even faster at 400º F., and the heat will also sterilize it. I use a meat thermometer and bake the sand until the center gets to about 215º F., a few degrees above the boiling point of water.

It is probably wise not to use your best, non-stick cookware, otherwise any old metal pan will do; however, shallow pans will speed the process. Bread pans take about an hour at 400º F. When cool, pour the sand into the funnel and watch it flow. You might want to bake sand when your wife is out for a while, but that's an issue you will have to work out on your own. You could also dry it on the grill, on your camp stove, or simply build a fire in your yard. Just be sure that the sand is dry and cool before you start to fill your bags.

Equipment
Find a funnel that will extend at least a fraction of an inch into the cavity of the sandbag. If your funnel tube is too short, then the filling tube of the bag will tend to close and restrict sand flow. If you can't find a funnel long enough and small enough, simply get a short piece of tubing that will fit snugly into the filler tube and place it inside, around, or butted against the end of your funnel tube. Duct tape, masking tape, electrical tape or most any other kind of sticky tape will hold the tube and funnel together satisfactorily. It doesn't have to be pretty, just functional. Your tube needs to fit the sandbag opening more than it needs to fit the funnel. Even a small tube stuck into the funnel tube will probably suffice. Just be sure that the hole in the tube is larger than the largest stone in your gravel.

Most hardware, farm supply, and building supply stores have an extensive selection of plastic tubing, and you only need a couple of inches, which they might just give you. If it costs more than a quarter, you need to find a friendlier store. To fit larger funnels, just stack short sections of tubing until you get down to the size needed for your bag.

Packing the Bag
If the bag has several cavities, pack the small ones first. As the sand flows into the cavity, squeeze, punch, hit, and bang on the bag to force sand into the corners.

When a chamber gets almost full, the sand will pile up at the end of the filler tube and stop flow. Use your thumb to press a cavity in the sand pile just below the filler tube and continue to fill with sand. You can get your bags considerably tighter than commercially filled bags. As your bag stretches and the sand settles, you might need to add sand, so don't throw away all your washed sand until you have used your bags for a few months and are satisfied with their density. Washed sand easily pours out to soften and is easily added to stiffen your bag.

Good luck and good shooting.