I generally only add weight to a wagon if it needs it. DAPOL sell their steel wagon weights as a spare part so I oftewn use those with my 3D printed wagon body kits.
I also have a 330ml bottle filled with lead shot that used to be sold to fishermen but now banned. I use this in plastic washon kitswhere space is at a premium. Once I have positioned the shot I then soak it in superglue and allow to set.
I also have melted down bits of lead flashing in the past (usually mixed with the lead tin scraps from white metal kits on the gas hob.in a small netal crucible but have not done this for a decade since we went all electric!
I have also found around £20 in old pound coins in various places around the house which I am keeping for wagon weights.