Where to buy lead (or other) weights for HO locos?

[RobertInOntario]

I've often found that adding extra weight to locos greatly improves their performance. I've bought a few 1/4 and 1/2 oz. weights from my LHS over the years. The only problem, though, is that most of my locos don't have enough room (inside their plastic bodies) for this extra weight. One of my older locos runs much better with about 2.25 to 2.5 oz. of extra weight added, but I'm having to place some of this weight inside its cab!

Just wondering if anyone has any suggestions here. I have heard that lead weight is good to add (the most weight for the least amount of space, and not too expensive) -- but could you buy this at an LHS or hardware store?

Thanks in advance,
Rob