Lead

See for yourself how heavy lead is. Go to a sports store and get some small lead fishing weights (make sure they are lead ones).
Now get some other kind of metal: pennies are made of mostly zinc and some copper, or you could use forks or spoons, which are usually made of iron. Hold some lead in one hand and about the same amount of another metal in the other hand. Which is heavier?
Can you find anything that is heavier than lead to hold? How about chicken eggs, or rocks, or a glass of water? How about gold jewelry?
Main page about Lead
Another page about lead
You can buy lead fishing weights from Amazon here:
Bass Casting Sinkers. Order a pack, see how heavy they are!

