I need to respond to one thing Wulybugr said regarding lead, since otherwise people handling lead (making weights, etc.) might not take the right precautions. Lead is plenty bioavailable if it's handled in air with moisture. It will get a coating of oxide on the surface, which is then fairly easily ingested or inhaled. If you've ever left a pile of split shot in your tackle box wet, you'll recognize the white dingy coating. Keep them dry and you'll be OK. Don't use your teeth to crimp a split shot especially if it's got a white oxide coating!

You can also get a pretty good dose of lead from fumes while melting lead in your garage. Make sure you have excellent ventilation. Many people who make their own weights have detectable levels of lead in their bloodstream.