I'll save Phil the trouble of typing his standard response again. It's called a water pan for a reason. Put water in it and use it for your first several cooks, if you want to try sand later, by all means do so. The water will make fire management easier in the beginning so start with that.
If you imagine your firebox and baffle as a stove burner and your food suspended on a shelf above it. The heat would obviously be too direct for low and slow Q-type cooking. If you set a pan of water over that same burner, then you get mellow even heat, the type we look for in the smokebox.
Some folks say that the evaporation of water in the air creates a barrier on the meat in which the smoke does not penetrate as well if there was no water vapor in the air.
I've read a lot of the same kind of crap in other internet sources too. I think this stems from some machismo induced thinking that a WSM or ECB with a water pan is somehow not a "real smoker" like a heavy guage Klose, Gator or other offset woodburner and that anything with a waterpan is somehow inferior to anything without one. Bull****!
BB-Don't think I'm ranting on you, I'm going off on the mental midgets that write the stuff we've both read that spreads this misinformation. I get smoke ring just as thick on my BSKD as I do in my Cimarron with no water. Smokering comes from the wood.