I would use stakes, but there are places you can't always use them for a variety of reasons. Mostly because the ground is too hard. If you have to drive them in with a hammer, it is going to take a similar force to get them out! So stakes work fine if the ground is soft.
No way would I go with heavy bags. That means you have to carry those around with you. See the link below. Walmart carries these folding 5 gallon water containers. Small and light when empty. Fill them with 5 gallons of water and you have a 40 pound bag to hold your canopy in place. Plus they are good for going and getting more water when you boondock.
Folding water bags
