What you put in it depends on the weight you need and tractor its for.
I have a 1026r that only needs about 450 pounds added to the box, so I just used some stones. Filling with concrete would add up to about 1000lbs and too much for a one series.
I wish I had 600 pounds of gold to fill my ballast box. I wouldn't have any money left over for tools and chainsaws though.
I used concrete blocks from Home Depot. The large ones (around 4x8x16 I think) and small ones that look like bricks can be combined to fill most of the box, and they could be removed if you wanted to take them out. I know I can get the brick-sized ones out, but I haven't tried getting the large ones out yet.
Lead would probably be a good ballast, but it seems it is getting as expensive as gold lately (well, maybe not, but it isn't going for $0.10 per pound like it used to). I like the steel scrap idea. I have to see what I can find at the local scrap yards for cheap.
I guess you could buy the Deere 47 pound suitcase weights and use them as well. They would be easy to remove, but cost around $1 per pound.
I was able to pick up a barely used JD box off CL, after about a year+ of looking. I have 600+ lbs. of scrap iron in it (including the RR rail runners). A galvanized shelf (old grainery door) about 8" down to hold tools, chains, etc.. A sheath on one side to hold the saw & tubes on the other side for shovels, rakes, etc. The 2" receiver tube allows for light towing.
Concrete in a ballast box doesn't allow for changes later on! ~~ Lowell