When you don't have sandbags handy, bags of rice or beans can be the next best thing when you're trying to stabilise a tripod for taking photos or recording video.
Digital Photography School has a list of 15 must-have photography accessories for under $US25. On that list is a handy alternative to sandbags:
If you can't or don't want to carry a tripod around, having a bag of rice can be the next best thing. Use it to prop up your camera or rest your lens anywhere. Keep the cloth bag empty when travelling to save space and weight. When you get to your destination buy some rice or beans and fill it up. When you're done, either eat the rice/beans, or give them to someone in need. You can buy dedicated "beanbags" filled with plastic pellets for exactly this purpose starting at about $US8.