The last time I tried finding blu-tac I had no luck either so I purchased Scotch 3M Adhesive Putty. It comes packaged identical to the blu-tac and worked identically also as far as I could tell. I'm sure it's available at any store that sell office supplies, including Wal-Mart. As for shot, I had no luck at local Wal-Mart and went to a large sporting goods store that specialized in outdoor (hunting/camping) gear. Lead shot was a good 30% cheaper there than at local gun shop.
As for Ssglx's comments. Wow! Those are some very good ears to hear a difference caused lead vs sand vs steel. Honestly though, I have never tried to hear a difference between blu-tac and similar material. The same goes for listening for a difference caused by stand filler material. Good luck with your search.
