The sand bags will give you a solid rest so that your gun isn't swaying around at all when you pull the trigger. This way you will know just how accurate your gun/load is instead of how well you can actually shoot your gun. The cost really depends on what kind you get, but they are pretty cheap if you just get the ones filled with sand. You can also cut apart a pair of jeans and fill the legs with sand and sew/tie them shut. Some other things work just as well to, the bags of bird shot that you buy for reloading, a backpack filled with stuff (as long as it's not too soft)

Shooting off of bags you should be able to get your groups down smaller and tell more easily what shoots better from your gun

Good luck!