Tungsten is almost as dense as gold, at <1% the price. I don't think a gold cube/cylinder is a great idea, because it's easier to fake than coins.
I mean, there are lots of ways to fake gold. At least one of these has some gold on the outside - which isn't going to simply wash off in the bathtub. And I'm guessing there are ways to make sure it sinks in water, as cheap and mid-grade jewelry tends to sink to the bottom too.
If you’re buying a brick of gold you buy it from someone licensed to sell it (you usually have to be) and the regulations and verifications involved are pretty trustworthy.