When I went to Hawai'i we were doing a lot of shore diving and it cost around $8-9/day to rent weights so that's about $200 (almost two weeks) for two people. If I can manage to fit them in and not be overweight then I'll bring them along sometimes. If I'm going someplace where I'll only be boat diving then they supply the weights anyway. This is, of course, the amount of weight needed for tropical locations and a thin wetsuit. If I had to bring 50 pounds of lead then I'd probably just buy it used on Craig's list or a swap meet, if available. Recently I bought some weights and gave them away at the end of my trip--it was cheaper than renting them and my friends got some free weights.
In addition to just dive trips we are considering renting a place (probably Cozumel) and we'll probably bring some weights with us, but maybe not all in one trip. The first time I ever flew on an airliner was to Maui and I had about 18 pounds of weights in my carry-on. I got to keep my weights and made it there and back but TSA did not like it very much. I guess that's how they get you--they may not weigh the carry-on but they sure do X-ray it so you can't just get away with not paying for the checked bag.