It's horses for courses. I carry some of each - plastic wedges and bits of wood - and use them depending on the pitch and circumstances. The wedges are good for achieving lots of lift (several inches) and the wood handy for small adjustments or for putting under the jockey on soft ground.
As for chocks, if there's any sort of incline on a pitch down which the caravan could roll, put a chock behind the wheel/s if possible, just for added safety. It's also important to chock the non-punctured wheel if jacking up the 'van to replace a flat tyre (and keep the 'van hitched).
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I carry both - I find the timber peices just as good as the plastic wedges to be honest.
If you have your (properly adjusted handbrake on and legs down there should be no need for chocks but I still put them in front of the wheels i.e. on the downhill side. I also turn the jockey wheel sideways.
------------- If you're not on a fell your wasting your feet and for 2014 it's.......Feb Castleton Mar North Yors Moors; Apr Sutton on Sea; May Thirsk; Jun Clapham/Riverside (Lakes); July Wharfedale; August Crakehall; Sept Knaresborough; Oct Wirral Park/Clitheroe
I just carry several pieces of timber. They can go under the wheels or the corner steadies and didn't cost anything. It's useful to have one or two pieces longer than the others. That way you pull forward onto one at a time rather than the full step up.