Midwest Tungsten sells a 1.5" cube (1 kg) for $200. I have one, as well as a magnesium cube of the same size. They look identical but the Mg cube weighs 1/10 as much. It's fun to let someone hold the W cube to feel the weight and then toss them the Mg cube with "Here, catch!"
Broken tungsten carbide drill bits are a much cheaper way to get dense weights (I made a running vest one time) if you can find a machine shop or online, etc.
I have both too! It’s a really fun talking piece when I have friends over.
I want that 7" cube, but $35k is well out of my price range.