Like most, my relationship with my WSM began with a water pan. I never used the Weber pan, instead opting for the Brinkman pan scavenged from my ECB. Water works great, but it's not the most fuel efficient solution.
After a few messy water pan clean-ups, I decided to move to sand. Sand works great, and clean-up is a breeze, but the potential for a messy sand spill is always present. When converting from the standard configuration to the Egg, storing the sand was a problem as well.
After a number of sand cooks, I tried a few with an empty pan. While it's certainly possible, I found the temp swings to be too labile for my style. I want to be able to leave my cooks unattended for hours on end, but could never gain the confidence with the empty pan. I tried an empty pan with lump charcoal cook -- I swore I'd never do that again.
I think I may have found my perfect solution; a ceramic planter base, wrapped in foil. It offers the ease of use of an empty pan, with the mass of sand. I can't claim to be the originator of the idea, but I can't recall where I heard of it either. The ceramic base has just enough mass to help keep the temp swings tolerable, and there's nothing to spill. Handling and storage couldn't be easier.
I found a great fitting ceramic planter base at OSH. I double wrap the top with foil to catch the grease - it's plenty deep enough for the juiciest butts. After the cook, I just peel off the foil and I'm done. I think I paid about $8 bucks for it.
I admire anyone who can routinely cook with an empty pan, because I just can't get the hang of the pace or handle my own paranoia. Perhaps the uniformity of the Kingsford helps with stability, but I usually cook with a Kingsford/lump blend so I might be making things more difficult for myself. To anyone thinking about the empty pan idea, I suggest you consider the ceramic base. It's the sweet spot for me.