It's not what you should use, but what you prefer. Water controls temps and many like water, but others don't like the cleanup involved so they use other means, sand, fire bricks, clay saucer. When doing a high heat cook, many don't use anything in the pan because temp control isn't as much of an issue. In any case, foiling the pan makes cleanup easy. I like the clay saucer, but that is just my opinion.