I remember looking into that a while ago and it was quite expensive. Because they come premoulded to fit into weight belts they charge a real premium for them. Some guys have had luck finding old weight belts at yard sales for cheap but I've never been so lucky.
Some guys also mention lead downrigger weights as a source of lead but they also come out to be more than many other sources.
Lead shot for reloading shotshells is around $2/lbs.