Bricks are great. They're reasonably heavy, but not too heavy. They're a good density, so they don't have to be too large, but you can still get a good grip on them. They're a standard size. They're readily available. (Here in Pittsburgh we seem to find a couple more every time we dig in the yard. For certain functions they tend to have unfortunate qualities, though. They're sometimes dirty. They're hard and scratchy. They're unattractive.
I decided to take some of the bricks I'd been using around the house for various purposes (mostly as weights) and cover them in some of the scrap fabric (mostly the lower legs from cut-off jeans) I keep around. I used "Tacky Glue" to adhere the fabric to the bricks, and basically just wrapped them like presents.
They're great. They're heavy and well sized, but easy to handle and they don't scratch things. They make good door stops because they don't scratch the wood floors.