I've got filled PVC piping for weights.
You can see how I've got them set up here
http://www.flickr.com/photos/crochetgal/3278670951/in/set-72157620797814869as we set up for a show in the pouring rain.
We weight the tent regardless of what the weather looks like. It only takes a minute for a storm to come up and there's not enough time to weight the tent once a storm starts.
We also make sure that all tent sides are installed on the tent when we set it up. If we don't need them, we just roll them up and hide them under the top of the canopy. But again, if a sudden storm should come up, they are already attached and ready to be dropped in a moments notice.