We use concrete blocks and sometimes the sprinkler head that we've got for watering the infield. We've used the sandbags before, but like you said, they break down too easily. Right now the side of our dugout has a bunch of sandbags the are falling apart.
Have you considered using tent spikes or something similar? While you run the risk of forgetting them on the field (not a good idea ) those are something cheap that may do the job..