Most of the shops I know only use lead weights. When I get weights from them its mostly lead, and the odd steel or zinc one they have taken off a car that has been balanced elsewhere. A lot of new vehicles are shipping with non lead weights from the factory. And I think some dealers are only installing non lead by choice.
Some guys get little or no zinc / steel in their buckets, some get half. It really depends on the local market where the tires are being balanced. I had a Dodge dealer give me a bunch of weights. I haven't sorted but I would say the majority of this batch are zinc. I believe pulled from newer cars factory set of tires when installing the first replacement set.