Not just because it is heavy, but it may be the most versatile and ergonomic weight you can use.
Some folks prefer to make their own sandbags for pennies on the dollar. The only problem is that they can wind up feeling too hard, too soft, too messy or too unreliable.
It took me over $300 and 6 months until I figured out a nearly fool proof way to build the perfect sandbag that solves all of these issues. Check it out, and save yourself loads of time and aggravation.