I use nutters or 38 special casings.
For nutters you can get the locking nut type that has the nylon ring on the inside, one of the ones pat showed looks like a lock nut, these have a little bit more metal on the front, gives you a bit more mass.
For 38 casings i put a few small split shot in the casign them mash it to the bottom with a bolt that is just the right size, you can match your casings this way to the same weight as your field points, broadheads, etc.