My favorites are a set of four I bought maybe 25 years ago. They are made of heavy suede leather, and filled with sand. The suede is slightly sticky against the stock, and the sand filling molds itself around the gun, and the rear bags can be squeezed for minor scope adjustments on target. Combined with the weight, they make for a steady rest.
In comparison, I recently bought a new Caldwell heavy duty "Rock" steel bench rest, (very nice for the price) and it came with two Caldwell bags - One for the front rest, and one for the rear of the stock. They are light weight, nylon, filled with some kind of black plastic beads. They are hard, and don't conform to the gun very well, and the partial fake leather patches on them are slick, allowing the gun to move around a little. During my first use, the stitching on the front bag let go, and that's how I know what the filling looks like....
One brand I tried and liked was the "Bullbags", I think it is. Good heavy leather covering, and the elongated design of the bags really grips and supports the gun. Not a traditional bag, but they work well. Very stable.
I still prefer the traditional bags and rest however, as the Bullbag design (a single 1 to 2 foot long bag that cradles the gun from about the trigger guard to almost the front end of the stock) is not friendly to rifles with extended magazines.
I have mostly all Protektor bags (owls, rabbit- bunnies) filled with reptile sand. Rests? A Cowen and a Rock BR. I ditched the BR's windage wobble top and made a fixed one for it. Which of rest-bag combinations I use depends on the rifle, cartridge, stock contour and etc..
Under the rear bags I use Otto stabilizer to keep'm from roll'n and rocking on the bench.