British military snipers use a sock, with sand in it.

US military snipers probably use a Blackhawk Industries (TM ) " Righteous Vengeance " Tactical Butt Support System made from cordura with patented Ezee-Sqeeze Tac Grip panels.
OK I made that up, but take a look at the Blackhawk website and you'll see what I mean

I'd go with the sock myself