The last time I made up lead for my car, I bought some lead plate from a local metal salvager. I called around and happened on a guy who happened to have a ton of excess new lead 1" thick plate. He even sawed it to size on his plate saw for me, and delivered it.
I've dealt with weight tubes and lead shot, after one spill I didn't want to go with shot again.
Depending on how much you need, 1018 steel plate is a cheap, easy to get option, especially if you live away from an industrial area... and if you care about toxic, it's pretty inert, easy to cut up into usable chunks.
Unlike depleted uranium counterweights used in some aircraft, we don't have the most dense metal available to fit in some confined space
I imagine more and more racers will be getting away from lead all together. Salvaged steel plate can often be had for less than 25cents/pound and weighs 70% of lead (lead is .4 lbs/cu inch, steel is .284 lbs/cu inch)
I'm not sure where us civilians would get depleted uranium, but at a dense .7lbs/cu inch, it's no wonder the the stuff has found its way onto the battlefield