I am an empty pan type. I used water the first couple of times but went dry once and never turned back. I have found the WSM is just as stable without water and it gives me a wider range of temps to work with. The only issue I might have problems with would be lower temps for cold smoking. Then I would probably add water to the pan.
For the ones wanting to use water and cannot get the higher temps. There is a mod out there that props your firebox door open and that will help with the higher temps with water.
SPRFree - As far as the sand I have never done it but I am pretty sure they cover it with foil after they have added it to the pan.
22.5" OTS w/Smokenator
Super Fast Purple Thermapen