I guess it's all a trade off in terms of performance, lead no longer has an agreed safe level of exposure - you'll see its removal from electronic components and processes but also the mass withdrawal of consumer products when it's found (numerous toys recently).
Do you really need that little bit more in density? Is using lead really that important?
I don't think there's anything so close, Gold / Silver / Platinum are all expensive as you've said... mercury is toxic too & it's a real pain getting it to stay in one place.
I'd suggest sticking with Brass (8600 kg/m^3) or Steel (7800 kg/m^3) as copper becomes more expensive may be not so common in useful sizes.
Looking at the minisumo foot print, 100x100mm, you'll get to 500g in 18.5mm of Aluminium, 6.4mm of steel, 5.8mm of brass or 4.4mm of lead... alternatively a 50x50x5mm ballast plate would give 141g in lead, 107g in Brass or 97g in Steel.... 34g if you really want aluminium.
I guess there's a
small performance trade off but I don't worry about contamination with the 1.6mm steel plate I've got. I can profile it to suit the location on the robot and stack them on a couple of screws to build a suitable block....
Where we are influencing a new generation of Engineers, I think we should discourage the
quick and dirty solutions - a small cost for a cleaner brighter future! <<Rant Over>>
Best regards,
Colin