I got a nearly full 5-gallon bucket of various wheel weights from a large local tire shop for free nearly a couple of years ago. I did some research on the lead content of wheelweights. The more common clip-on weights are about 95% lead with antimony and tin and other metals making up the rest. They would be good for making roundballs for a smoothbore gun or bullets for reloading cartridges. They might be too hard for a cap and ball revolver, I could tell a difference in loading them up compared to pure lead.
The stick on ribbon weights are about 98% pure lead, they can be used for anything blackpowder related, but they're too soft to use for cartridge reloading.
Out of nearly 100 lbs of free wheel weights, I ended up with 15-20 lbs of iron or zinc wheelweights, both in clip-on or stick-on ribbon variety. Scrap them. If your lead's not too hot to melt the zinc, they'll float on top, but watch out for the zinc melting. If it does, that batch of lead is ruined. I spend some time sorting through the wheel weights before I cast bullets. Lead clip-ons in one bucket, nearly pure ribbon weights in one bucket, and a bucket for the scrap weights. Most of the time, the zinc or iron WW's are marked with Zn or Fe, but a lot aren't. A magnet will help determine the iron ones. The zinc WW's aren't flexible like lead weights.
The last time I had to buy the bucket of wheelweights; $50 for 160 lbs. I've gone through a gallon of them and already scrapped a lot of non-lead weights, but it's still less than a dollar a lb.
I've bought a good chunk of lead on ebay. Some sellers even throw in free shipping and it works out to be anywhere from $1 to $3 a lb, which is about what lead sells for. None of the scrap yards around here sell lead to individuals. Sometimes it's in small pieces, like diving weights and one was in a large 25 lb chunk that used to be some sort of motor bracket or something. It took more than a half hour to turn to putty on my Coleman stove so I could cast it into ingots.
There's also RotoMetals, where you can get pure lead ingots for as little as $1.99 a lb. If you order enough, you get free shipping.
http://www.rotometals.com/product-p/leadingotpure.htm