I've built lots of these things, and never filled them with anything but expansion foam. It works well and it doesn't add much weight. I suppose sand might work too except that it would be extremely heavy. Not only would that make it difficult or impossible to move but it would tend to bulge the bottom sections of the panels because it would have a sort of fluid motion. It might even even burst the panels. You can get expansion foam at your local hardware or lumber yards in aerosol cans, and that's your best bet for small quantities. You'll need a case of the stuff. But be careful and don't overfill because it will burst the panels. Please see the previous post called "Expansion foam products" for more information.The ten π horn was originally designed for 40Hz to 400Hz operation, and most often crossed-over at 200Hz, using a midhorn and tweeter above them. But the reflectors promote HF propogation through the horn, so it can be used much higher than intended. There are side-to-side modes, naturally, but as an experiment, I used them in two-way speakers and they sounded remarkably good.
The thing is, π horns are large. For a personal system, you'll probably find that they're too large. Most people prefer a little bit smaller speaker for their homes.