I use a clay saucer. I'm not sure it does a whole lot compared to not using anything. I'm sure I like it better than water but that is because water is somewhat of a pain to clean up and I'm sure using water uses more fuel. What I'm not sure about is whether using a saucer really regulates temp any better than an empty pan with foil over it. If you're into experimenting, try just foiling your pan. I haven't done it, but in reading from others, foil the pan in a way that leaves some air space between the pan and the foil. That apparently creates a heat deflector and keeps the drippings from burning.
I think the main thing that keeps temps stable is keeping the unit out of the wind. Having a tight unit (which comes from a little gunk from usage) and keeping it out of the wind will allow the WSM to run rock solid. Since I've been using the saucer for many years now, I've been reluctant get rid of it. My unit will hold a solid temp for 10+ hours. As I said, I'm not sure the saucer is the main ingredient in why that happens given that I have a porch where the wind is blocked.
If you don't want to get the saucer, the bricks will serve the same purpose. The other thing that does the same thing is sand. You put the sand in our pan and cover it with foil. Use kids play sand as it is sanitized. Again, more than a heat sink, I think the main benefit is that of a heat shield.