What's the heaviest material (some kind of metal I suppose)?

A friend asked me this question and all I could come up with is lead, sand, iron, and water. The question is… “What is the heaviest material that isn’t dangerous (i.e. uranium) or costly (i.e. lead). He needs 5 pounds of it for a product he is designing but isn’t sure what material to use. Also, it should take up the least amount of space (pound for pound). Anyone have suggestions?