OK, first, you will want to understand that several states have already outlawed lead wheel weights. Most major tire shops and manufacturers are already phasing out lead weights completely so they do not have to make, stock, ship and track two different types of weights or worry about sending the wrong weights to a state they are illegal. This means that lead weights are getting harder and harder to find as the non-lead weights are getting more and more common.
It used to be that I had less than 10% scrap weight out of a bucket of smelted used wheel weights- and that included the dross and steel slips and non-lead weights. That percentage has increased vary much over the past year and is now over 25%. A bucket (std. 5-gallon) full of used wheel weights is typically 180 pounds or so. That means I am getting 40-50 pounds of junk in every bucket instead of 5-10 pounds of junk!
If you plan on using scrap lead, don't melt the scrap in your casting pot. The crud, dirt and scum will clog the melter and make it hard to get clean bullets. I melt my scrap in an old steel pot outside over a turkey fryer burner and pour clean ingots after fluxing and cleaning the alloy. The dirt, steel clips, nonlead weights, tire valves, etc. float on the dense liquid lead and get skimmed out with a slotted spoon or strainer.
Non-lead weights are usually Iron (which floats on molten lead and is easily skimmed out), Plastic (which also gets skimmed out but smokes and burns) and Zinc (Which as long as you keep you melt temperature around 700 degrees or less, won't melt and will float on top of the liquid lead like the steel stufff will).
Zinc is somethign to be careful of- especially when initially starting a melt from a cold pot. Zinc melts around 800 degrees. Your lead will be liquid around 650-700 degrees. HOWEVER when starting a cold pot most of us crank the heat all the way up to speed up the first melt- this WILL be hot enough at the bottom of the pot to melt zinc. You need to start a cold melt with known lead weights and only when you are liquid and holding around 700 degrees, add more unknown weights. When zinc melts with lead it will (with enough zinc in proportion to lead) cause the lead to go chunky like oatmeal. Then it won't pour into a mold!
800 degree melt temps is hot enough to burn the lead and give you pretty colors like gold and purple which is the lead oxidizing. The lead and tin oxides form dross which is you losing material. Fluxing will help get the dross back into liquid state but keeping temp well under 800 will be the better plan. Otherwise all the dross that is otherwise good tin or lead that you skim and dump is just material you are wasting.
Iron weights usually say "Fe" on them, the chemical symbol for Iron. Zinc weights sometimes say "Zn" on them but sometimes not. Any weights you see where the weight itself is rivited to teh clip are usually zinc. If in doubt, you can attempt to squeeze/cut the suspect weight with a pair of pliers. The lead ones will deform or cut. The zinc or iron ones will NOT deform or cut.
Clip-on wheel weights usually contain an alloy of lead and antimony and a touch of tin. They are a harder alloy than pure lead. They are about perfect as is for casting bullets. Sometimes you might need to add some more tin to get the mold to make nicer bullets.
When added to lead alloys, TIN makes the alloy a little bit harder, but its primary purpose is to make the lead flow better, make it fill in the tiny edges and contours of the mold better. ANTIMONY makes the alloy harder, and as a benefit it will get harder still when it is quenched by dropping your hot bullets into water. The typical alloy used for casting bullets is called "Hardball Alloy" and contains 92% lead, 6% antimony, and 2% tin by weight.
Clip on wheel weight lead varies depending on what was available when the factory was making the weights- most are recycled lead- but in my experience is sort of about 96% lead, 3.5% antimony and .5% tin.
The easiest way to add tin to your alloy is by using plumbing solder. It's not cheap but it's easy to do. Measure off so much wire sodler and drop it in the pot.
The stick-on weights that are lead are very soft lead, nearly pure. They are too soft to shoot as-is in most centerfire guns. The guys that load black powder like them and will often trade for 'hard' lead they don't like to use in muzzleloaders. Or the soft lead can be sold. Or you can blend with hard lead to make a softer alloy.
There are places to buy lead alloy, such as Rotometals. A couple ingots of Sueprhard alloy mixed with the stick on weights gets you good casting metal.
You don't need super-duper-hard cast bullets for most general shooting- the important things are bullets sized to match your gun's actual bore size, a good lubricant, and then an alloy not too hard and not too soft.
The hardness of the alloy is measured in Brinnel Harness Number. This is a number that goes from 4 (pure, soft lead) to 14 (clip wheel weights) to higher still like printing metals or babbitt (25+). I find bullets in the 10-14 range when properly sized shoot the best in most handguns without gas checks.