I use concrete blocks.
Blocks are bad. They don't have the strength and are too frangible for supporting a car's weight. They can crumble without warning. Better to use wood if you want to use something besides jack stands.
I take it really serious. A late friend of mine had a '64 Plymouth fall on him. He spent the rest of his years of his shortened life in a wheelchair. A guy jacked up a dump truck next to my shop where I kept my race car... and it fell on him and killed him. I wasn't there at the time, but I saw that dump truck right out the back window... Sitting there on the ground.
So... I do a couple things. As Dave said, leaving the jack under while using jack stands is a great idea. If I take a wheel off, it goes under the car. When a car goes on jack stands, I grab a bumper and give it a shake. Sometimes it moves and settles on the stands.