Having been able to hear what a track filled with sand sounds like (you can only hear the quiet rumbling of the wheels, and the supports shaking the ground) and hearing what a track sounds like without the sand bags, I'm most definately say without. The roar of the track and the echo left on it after the train passes by sounds pretty sweet, and its gay that some parks want to take that sound away. I think the sound adds a lot to the atmosphere, personally.
So what do you prefer? And why?