Last year I had some problems weighing down the steps going into the pool water. I started off with the large zip-lock bags filled with sand. I had these bags open and leak on two separate occasions. Let me tell you this was a terrible mess. When lifting the "open" bags up and out of the pool it only made the mess worse. I will not use sand filled bags again.
I also bought some of the XX-large zip-lock bags and put some lifting weights into the bags. But both of these bags opened up (slightly) and let water in to rust the weights.
This year...I'm open to suggestions.
I'm thinking of filling some empty milk jugs with a concrete mix and seal the caps.