asudavew: I think the carton (paper) in our milk cartons is too thick.
kst: I think there is no standard water bottles in Finland. The bottle I have is 0.7 l bottle meant for freezing juice etc. I find its shape practical to carry. The idea of using the bottle is that it spreads the light around the bottle. Also, the cap of the bottle is red and can be used as a diffuser. Unfortunately it doesn't fit the head of the light as well as yours does.
yoyoman: I haven't compared it without water. At least the water makes the bottle steadier. Also, you could mix some colour into the water.
LedAdd1ct: Unfortunately the pics aren't working. What I read quickly seems interesting though.