Not exactly the densest material out there, but pennies are cheap and easily procured. May not be quite what you’re looking for for your use case. (You asked about “cost/weight ratio” which makes it sound like you’re looking to add a lot of weight.)

I’ve been known to make a fully-enclosed cylindrical cavity and set my slicer to pause at exactly the right layer to where I can drop a few stacks of pennies into the print before upper layers seal the cavity closed.