This recent (and excellent) article on sandbags make me think about some other sandbag training resources:
Sandbags for Strength by Matt Palfrey
His suggestions for how to use sandbags are excellent. You can sub it in for a "normal" weight, or use it for unique exercises. But either way, it's shifting weight means it's always going to be harder to lift than a designed implement like a barbell or kettlebell or dumbbell, so it's always going to add a challenge to the lift.
But how about those other resources?
This Men's Health article is brief, but has a good description of how to make a sandbag:
Josh Henkins has a good article up on Bodybuilding.com here:
There is the sandbag training blog too.
That should be enough to get you started on sandbag training. Enjoy!