Definitely use a heavy bag. That's what I use whenever I need to roll and I don't have access to a partner.
The only thing is it is very difficult to do anything outside of rolling. You can't really pin, or learn any submission holds, and you are only ... rolling, which gets repetitive after a while, and isn't exactly helpful after the first couple of times.
You don't need to buy a bag for it in my opinion. Its a waste of money since you'll only use it a couple times for rolling. If you decide to buy it, make sure you buy it for purposes other then rolling, like practicing your strikes.
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