Lead + CA glue: a dangerous combination...

[ytown2010]

You can still find lead products (split-shot, wire for underbodies on flies, lead dumbbell eyes, etc) in the fishing catalogs, but tungsten is slowly taking over the market. 30 grams of tungsten putty for $9? Feather-Craft Fly Fishing here in the States is advertising tungsten putty ("Tacky-weight") for $6.95. Their 2011 catalog is sitting in the living room.

[dragon]

I usually wrap my weights (mostly BBs) in modelling clay.  Once everything has been wedged into place, I make a plastic cap to cover the clay/BB mass and then crazy glue the cap to the inside of the model.