This can be a tough one - different events come to different conclusions, but I am a fan of a few different things. At the end of the day, it depends on your event, location, etc. on what you do, but there are clearly alternatives to candles, other ways to weight down luminaria/keep them in place. I'm personally a big fan of having "keepsake luminaria" like the LED candle, a tiki torch (you can get ones that are battery operated), and having a higher donation for those. It's a way around the issue :).

WAYS TO WEIGHT DOWN BAGS/HOLD LUMINARIA FROM OTHER EVENTS:
• Wood Blocks to Hold Luminaria instead of Sand – Some Relays switched to wood to hold the candles and they worked great. They say the placement and pickup went very smoothly versus sand… To hold the candles so they don’t melt to the wood, put them in a Dixie cup that sits in the wood, and all of that goes in a bag! … another Relayer writes: “We have used wood blocks for about 6 years. We wrap our blocks in foil. Last year we brought a power drill to the event and during clean up, we took off the foil and drilled out the holes with a 1 1/2 bit. Worked great. We had some teen volunteers re-wrap the blocks with foil and they are packed away, ready to go for next year.”
• 2 Liter Bottles! - Use 2 liter bottles. Cut them in half, take the labels off and then use an Avery label to adhere over the bottle. They are easy to fill with sand, easy to light, easy to clean-up, never burn or melt, and look great since they are clear and the candles really shine. (thanks to Draw4U for this idea!)
• French Fry Containers – Use French Fry containers you can get from Drive-In style restaurants that kind of look like a boat. Fill it with sand, and put the boat in the luminaria bag. Even if it rains, the bottom doesn't fall out. (Thanks to Stephanie and LumsByJen!)
• Ziploc Bags – “Hi, we've been putting our bags in ziploc bags and it helps a bit. We don't zip them shut (found that doing that causes the bags to draw moisture from the sand) BUT if you handle the bags from the bottom rather than picking up by the top, they stay in decent shape. We had a 2 hour downpour at the beginning of our Relay this year and afterward just went around the track and straightened the bags up a bit. Even though they were waterlogged, the candles lit and stayed lit until Saturday afternoon! We buy the cheapest ziplocs and before Relay we write the names on the bags, fold the tops of the luminary bags down about 2 inches so that the zip loc can be zipped if needed and alphabetize the bags just by first initial of last name. That way, we are ready to load sand and candles. It took us 2 hours to fill 1600 bags (using about 25 volunteers). Good luck. Let me know if you have questions.” (thanks to BevKris!)
• Glass Jars in Luminaria Bags - “Hey- In Milton WI we have glass jar collections around town, and put the glass jars inside the bags and put the candles inside of them, we still use sand on the bottom for weight, but at least you don't have to worry about your bag burning up!” – Thanks to NettieNet for this idea
• Baby Food Jars – Thanks to Kim for this idea! – “One thing we are looking into doing for 2007 is using baby food jars (glass) or any other small glass jar. This will keep the bag from burning, keep the wind from blowing it out, and eliminate the need for sand. If you start collecting now you would have enough by 2007 Relay season. We are putting up fliers in daycare centers and grocery stores and posting it on a wanted bulletin on-line.”
• Gallon Milk Jugs – Save gallon milk jugs and label them with Avery labels just like using 2 liter bottles! “Just wanted to let you know that we had our Relay this past weekend. I was the Luminaria chair for the event and had been planning on using milk jugs instead of bags. This was a terrific idea! It took alot of storage for the jugs, but it was worth it. The glow that they put out was brighter than bags. I would suggest to anyone that is doing lumininaria, to try this. If you have local storage units ask the owner if they would be willing to donate a space. You can work out of it and there will be plenty of space. We had 1300 jugs cut with a nice size whole in the side and made a label with the name on it. It was time consuming, but not hard. The only suggestion I have is to make sure that the candle is placed in the middle of the sand in the jug, if not there is great possiblity of melting. I had a troop of boy scouts lighting the candles for us, and unfortunally on some of the jugs the candles weren't in the center and completely melted. They were replaced and all was fine. Just thought I would share that idea with you. “ (thanks to Kay!)
• White Plastic Buckets – Some events, including Hammond, IN (Thanks to TAO) – use white plastic buckets since they are more weather resistant and easier to clean up and work with.

WAYS TO "LIGHT" YOUR LUMINARIA WITHOUT CANDLES:
• Glow Sticks - IF YOU CAN’T HAVE CANDLES AT A KICKOFF, OR IT IS GOING TO RAIN AT YOUR RELAY, OR YOUR ARE INDOOR… - Many relays use glowsticks… They stay lit for as long as 8 hours, and obviously don’t pose a fire hazard.
• PROS: Not a fire hazard, stay lit a pretty long time, don’t combust the luminaria bag
• CONS: Not as bright or quite as attractive as a real candle, more expensive (2-3x, in general)
• Still, you can get them at:
o www.orientaltrading.com. – long the standard for where to get them
o http://www.glow-sticks.com/ - says they last 8-12 hours…
o http://glowrus.com/6__bulk_light_sticks.html - these guys don’t say how long they last…
o http://www.extremeglow.com/
• Battery Operated Tea Lights – Place one of these in each bag, and weight the bag down with a ziploc bag filled with sand. Cheapest source found thus far is about $0.80 per tea light:

http://www.batteryoperatedcandles.net/everlasting-led-p-tea-lights.html?...

• Push Lights – Thanks to Peggy B of the Salinas Relay For Life for this great idea! “The push lights are from the dollar store...

KEEPSAKE LUMINARIA THAT DON'T REQUIRE CANDLES AND CAN BE A HIGHER SUGGESTED DONATION LUMINARIA EVENT FUNDRAISER
The premise of this section is to turn your problem on it's head :) There are some very cool things out there that you can turn into "keepsake luminaria" for people who would like to take a memorial of their lost loved one or a honorarium of their loved one who is fighting cancer home after the event...

• Sun Jars – Sell these prior to your event as a fundraiser… These beautiful jars are ~$35 each, but you can have “VIP Luminaria” and label these with a clear label saying “In Memory of __________, _______ Relay For Life 2010”. Ask for a $50 donation for each. They automatically light when it is dark, and the Relayers can take them home at the end of the event. See:

http://www.thinkgeek.com/homeoffice/lights/994a/?cpg=ab

• LED Blow-On/Blow Off Candles – These are LED Candles – no real fire, and again can be given pre-event for a donation, and labeled with a nice label recognizing a survivor or honoring someone who has lost their battle. They are $10-15 each and found at:

http://www.thinkgeek.com/gadgets/lights/94ce/?cpg=cj

• Solar Powered Tiki Torches – One event used these – if they sit outside and get 4-5 hours of light, they stay lit all night. They cost about $15 each in quantity, and you can have them be a “keepsake luminaria” for a higher donation. The Berkshire County Relay For Life a few years ago had a $100 suggested donation for these… Believe they hung a sign on the torch saying “In memory of” or “In Honor Of”…

http://www.batteryoperatedcandles.net/mm5/merchant.mvc?Screen=PROD&Produ...

Hope this helps!

For the last few years, we've used wood blocks, cut and donated, in the bottom of our bags and used the battery candles.  Unfortunately, we always seem to have strong wind or heavy humidity that defeat our strategy for our luminaries. Last year, one enterprising team member came up with a new strategy! He placed cinder blocks at various points around the track and then strung string between them. To this string, he taped the bags so they would stay upright.  This also came in VERY handy during clean up. Teams collected the candles and wood blocks to use again, and then you could pick up the string with all the bags attached and dispose of them.

I've seen 4x4 tiles used.  They hold the bottom of the bags flat without the mess of sand.