Working on the heavy bags will build power and stamina into your kicks and punches as well as toughen your body. Kicking the bags often is the only sensible way to condition (that is de-sensitize) your shins. Aggressive methods of training such as using bottles or other very hard objects to condition the shins is not recommended, and also not necessary. This kind of training may cause unnecessary injury to the bones in your legs. We fill our bags with scraps of cloth, not sand which is very hard, though still expect some bruising, if you are a novice.