Crushed walnut shells - very fine texture - it was about $11 for a lifetime supply. :) The pattern is in Spring 2009 Quilts and More. Designer Cindy Taylor Oates says the crushed shell filler keeps needle points sharp and pins from rusting.
You can find the filing in pet stores as reptile bedding. There were also small bags of various kinds of sand if you would prefer sand.
The clerk was not blonde. :)
I remember that ad about the toilet paper but I think I only saw it when they were actually quilting - or maybe I wasn't paying that much attention. I usually run off to do something else when the commercials come on.