There are all kinds of expensive lead shot (plated, harder alloys etc..) but you don't need any of that, just the most basic "plain lead shot"
It comes in different sizes -- like wire, the larger the number the smaller the shot -- something around a #4 will be a good compromise between "small enough to pack a lot of weight into a small space" and "big enough that it doesn't fall out through a tiny hole in the sock/bag/whatever you put it in before dropping into the stand".
If you drop the shot loose into the stand I can pretty much promise it will find a way out onto your floor.
