That's odd. In his book The Hot Shoe Diaries he talks about the need to have the flash about a foot and a half or so back from the trigrip and any other lastolite surfaced type panels that he shoots through such as the 3x3 and 6x3 panels in order for the light to disperse over a greater area and create more pleasing light. He also shows pictures of shots being taken with trigrips and the assistants are indeed holding the flash about a foot and a half back.
brad
While I have not read Joe McNally's book I have seen him twice in person doing live demonstrations with the SB-800 and latolite setup. On both occassions he had demonstrated holding the light tight to the panel. I'm sure that you can move the SB-800 where you want it to adjust the light.
Outdoors I use Quantum flash heads and shoot with either the WA flash reflector or bare bulb. As I am using the flash for fill the output is low compared to ambient lighting and does not need to be further diffused.
After shooting formals at a windy wedding I thought about sand bags but did some calculations and determined that with 15mph gusts and a small 30" umbrella mounted on a light stand and positioned 6-7 feet above the ground, that I would need more than 75 pounds of sand.