There are no secrets, just math. 
I’ve been working on this issue for the better part of a year to find an optimal solution. There are none, each solution, whether it be sand, steel blanks, ball bearings or pennies, all have advantages and disadvantages.
TL;DR: Pennies are the most cost effective solution on the basis of weight and volume.
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Little-known fact: Pennies (both Euro and USD) are actually copper-clad aluminum. They weigh approximately 30% less by volume than steel. However, on a cost-per-volume basis, pennies are cheaper than purchasing aluminum blanks of the same size. It may seem contradictory, but the metal’s value is higher than the currency’s face value. So why aren’t people melting down pennies for the aluminum? The answer: The energy required to melt the metal exceeds the combined value of the metal and the cost of electricity or a gas furnace.
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Now having said, the best industrial price I’ve found were 5mm ball bearings in 1,000 unit quantities. The best price I found is about $0.02-$0.025 each. Amazon.com: 5mm Bearing Balls 304 Stainless Steel G100 Precision Balls 600pc : Industrial & Scientific
The problem is that spheres are an inefficient shape for purposes of using as ballast. The perfect shape is a cube.
Other things I’ve tried that are not cheaper.
- Ball bearings(mentioned already)
- BB’s for pellet guns(very bad choice as these are mostly copper clad aluminum and have a poor volume/weight ratio)
- Steel blanks: Very bad choice. Example: Amazon.com: PATIKIL 20mm Steel Disc, 100pcs Round Metal Stamping Blanks Tags Round Circle Disc Plate Circle Metal Strike Plate DIY for Engraving Stamping Jewelry Craft, 0.79in : Arts, Crafts & Sewing
- Lead weights: Even worse choice. Unless you can source these at a local shop, freight costs are what eats up the expense.
- Sand: All I can say is just view this post. It says it all. Weighted prints. Note to self: Don't use sand while printing! 🤣