Scrounging wheel weights may be a false economy.  In our PC "Lead is evil & Made in China" world, you never know what the wheel weights are made of.  Do you really want to shoot some bullets made of an unknown metallic alloy down the barrel of your treasured Krag?

I have been very happy with the known-alloy ingots purchased from Rotometals.  Our postal persons disagree.

I think the same can be said for the aluminum gas-checks.  Were they once beer cans?  Do you want some unknown aluminum oxide rubbing on the bore?