Why can't I make my own weights for working out?

I have seen suggestions ranging from lifting one-pound soup cans (harmless for you and soup, but it won't build muscle), to lifting buckets or gallon jugs filled with sand. Please do not improvise! Plastic jugs and buckets are not made for strength training: they're not designed to hold that much weight; and, the handles are designed for carrying - not lifting. They could easily break and injure you, not to mention impede good form and doing an exercise through the full range of motion.