have you considered copper or nickle? i understand the cost would be more considering the stock value but the weight and look would be pretty cool. good function in my mind.
also i understand that you create most of these products through machining. i noticed that lead was forementioned and the machining that would be involved could be potentially harmful to your health. my question is have you considered forged products? most likely this would be much more costly but this would open a lot of other options for material to be used.