Here's how I made mine:
3, 60 lb bags of sand from Home Depot
Contractor clean up bags
2 gallon Zip-Loc freezer bags
Duct tape
US Army GI Duffel bag
You can easily buy all of this for under $40.
I filled each Zip-Loc bag about 1/2 to 2/3 full of sand. I made them in 10 lb increments. Then I duct taped the opening shut. I put each Zip-Loc bag inside one of the contractor clean-up bags, folded the bag over and around the Zip-Loc bag to make it a compact size with many layers around the Zip-Loc bag, then tied a knot at the end and duct taped all around the clean-up bag to hold its shape and prevent the layers from unfolding. Make sure you squeeze all the air out also. The multiple layers of the clean-up bag acts as an abrasion buffer. Then just place the individual bags inside a large top loading heavy duty duffel bag (I use a nylon GI duffel bag lined with one of the contractor clean-up bags). The GI duffel has shoulder straps so it can be worn as a backpack also for squats, pull-ups, pushups, etc. I have 18 bags individual sand bags, and each weighs around 10 lbs so it is easy to make any adjustments. I haven't had any leakages or messes so far. It just takes a while to make all of the individual bags.