REALLY cheap
Take an old pair of blue jeans and cut off about 8 - 10 inches of the legs (make cut-offs out of the jeans). Hem or hot glue one end of the closed; hem the other 2/3 closed. Use a funnel, and fill the bags with sand (preferably dry). Either hem the remaining 1/3 closed, or hot glue it shut.
Bingo. In <60 minutes, you'll have a nice set of sandbags suitable for the gunrange. If they get wet or get messed up, you have very little invested - just make another pair!
Mine worked great until mice ate a hole into one...all my sand leaked out. Bummer.
Q