Upload & Sell: On
Fairly small metal shot is the best as far as handling and conforming to shape. The catch is getting it at a low enough cost, and ideally without paying for shipping. Buying a bag from a photo supply store that is prefilled with metal shot may end up being cost effective. Most modern bags are filled with steel shot rather than lead. Lead shot on its own is harder and harder to find, and can be expensive.
Steel shot is not as dense as lead, but can still be very effective. I have looked for a local source of steel shot in my area that will sell in small quanity, but have not found one yet. My goal was to avoid shipping costs with a local buy. I did run in to one source on line that might work out as far as cost and shipping, but have not tired them yet. Here is the link: http://www.ballisticproducts.com/Steel-Ballast_Cast-Steel-Shot-bag_10/productinfo/SHS780/
Penny coins could work if all else fails, but they will not pack as well as shot, and they are not cheap. But they are available at the bank with no shipping charge, and they do have a life time money back return policy. Any metal solution, including coins, will be two to three times heavier than gravel or sand for the same sized bag, because rock just is not all that dense compared to steel or zinc.