I use sand in Colorado in the winter and colder months. For eaxample, I was planning on doing a Turkey for Thanksgiving. It needed about 5 hours at 350 in 22 degree weather with some slight wind.
The weather was basically the same the day before so I did a test run. With water, no way I could have done the bird, with sand, no problem.
Just put a little water in the sand if you want and then cover the top with foil. That way, you can reuse the sand later.
The other advantage is that it holds a steady temp for a longer period of time. Plus, there isn't a need to refill the water pan in the event it's running down. In addition, you don't need as much charcoal to reach and maintain traditional "smoking" temps.
Flash was the one who told me about it and it makes life much, much easier as I can run the smoker in basically any weather where I wouldn't if I used water.