Sand or Lead shot

Unless you have cement sub floors, I would not bother with lead shot (even in a mix). Silica sand is a very good all-rounder and it is inexpensive. Even though it's sand you should still wear a mask or kerchief when working with it in the open.

Be certain to purchase sterile/dry "Silica" sand.

I haven't seen lead shot available in stores. Only steel shot. This is what I have used for quite some time. I think it works very well. It's not as messy as sand. Don't have to worry about it collecting moisture like sand can.

A few comments: Sand doesn't collect moisture if it starts out dry and is in a sealed enclosure. Lead is not a health hazard unless ingested. IMO, though, sand is just fine for most damping applications. The only benefit of lead or steel is increased mass, which can be helpful but isn't always.

To my knowledge, all lead shot sold in the U.S. is plated with Bismuth. The risk of toxicity is minimal. Lead is most toxic when it is part of compound that can easily be absorbed by the body, such as tetraethyl lead that was once used in gasoline. The metallic form is very poorly absorbed by the body, but be cautious not to inhale any powder or fumes from molten metal. You should get the smallest size shot you can. Buy it at a gun store that sells reloading supplies.

I endorse the use of the microfil from star sound. I have their sistrum stands with this and it makes quite a difference.