I believe you'll find that the regular cylindrical weights are made of steel, and be aware that the commonest kinds of stainless steel (those with nickel in them) are non-magnetic. Depleted uranium is nice and heavy, but a little expensive.
Lead is soft and dull grey, you can scratch it easily, zinc is a bright whitish colour, and is light in weight. Does no-one learn basic chemistry at school any more? Bring back the days when any inquisitive boy could buy the ingredients of gunpowder over the counter at their local pharmacy!
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