I just used water in mine for the first time in a simulated comp cook, and I can't tell the difference between cooking dry or wet. I did it at JD's insistance, but even though it was at MY house on MY pits I relented. I survived and lived to cook another day, but for comps JD is the PB and he rolls with wet pans-so he gets to clean the farkin' things!!
I never used sand, tried the clay pot base, rolled with lava rocks foiled over for a spell, then cheapo pizza stones, now I have a pizza pan that fits neatly (and lightly) in each pan and I just put a sheet of foil over it to catch the drippings and toss it when I'm done cooking.
I accept the fact that I'm cheap and lazy when it comes to cooking on the WSM's, and I'm OK with that!