Various things I've used for projectile weights, for practicing with my high-energy sling:

high-density

• Steel
  • grab hooks
  • pipe fittings
  • McMaster-Carr: search for "steel unthreaded spacers" >> Zinc-Plated Steel Unthreaded Spacers
    • the largest (1.5"OD, .75"ID, 2" long) is 3 pounds
  • McMaster-Carr: search for "machine component knobs" >> Through Hole
  • McMaster-Carr: search for "steel rounds" >> Short Rods—Unpolished Mill Finish
    • the smallest is approx 1.78lbs
  • McMaster-Carr: search for "hex coupling nuts"
• lead
  • it's used because it's cheaper
  • drilling lead is not fun [1] [2]
• iron
  • McMaster-Carr: machine component knobs >> Knobs with Unthreaded Through Hole

density of ~water

• soup cans