I made my own (cast) weights, too... but it wasn't about savings, it was about shape. I have a weight integrated BC, and I figured the best way to get the most appropriate size was to custom make them.sharpenu:How much cost savings do you get? Weight is the cheapest thing we carry. Is it enough to justify all the trouble?
It worked out OK, and I did pretty good on an IQ test a few months later, so I'm pretty sure there were no real affects. Just make sure you're in a ventilated area if you're melting your own lead!