I made one a while ago, use it pretty much every time i exercise, either as part of a 'core' circuit, or a circuit on its own - more conditioning than strength. Mine is about 11kg, made from sand.
If you look in the 'Post your training video's here' bit of the strength and conditiong circuit, 'jhashey' has posted 3 videos, including making one and a heap of exercise options.
Only problem i had early on was doing 'round the world' and straining my back a bit, but that was mostly because i wasn't doing them properly.
Favorite exercises are power snatches and round the worlds. I also use them as a weight with squats, lunges, bicep curls, tricep extensions, upright rows, one arm swings, military press, good mornings etc - i do them as a circuit, 10 reps of 10 exercises, repeat for 20 minutes.