I have used .38 shell casings held on with CA. I used #7 lead shot to bring the weight up a bit. Weigh the arrow,tip and shot all at the same time to get to your desired weight. The nuts option, as Pat said, is devastating on them. I use a double flu flu but a single will work just as good. Mine are dyed international orange and it "does" help finding them, even when they are still in the tree. Good luck.
Dick Bernier