Lead has to be the favourite. SLA batteries may seem heavy but they only have a Specific Gravity of about 2.8, i.e. 2.8 gm. per cc. Lead shot works out at 8.4 gm. per cc. (Believe I got that info from this site back in the past!) Lead sheet is about 11.3 gm. per cc.
I too got my lead shot from a gun shop. It came in a 1 litre can, great fun watching people try to lift it up! I also, back in the past, bought a roll of lead flashing from a builders merchant. This was 3M long, 150 mm wide and 1.4 mm thick. It weighed about 7 Kg. It can easily be cut with an old chisel, to any shape or size you want. Ideal for laying big strips on the inside of the hull, and you don't get much lower than that!
John