Another mechanical engineer chiming in here: tungsten also has an incredible weighty feel, given its very high density, which is nearly as high as gold. A few density numbers:

Gold: 19300 kg/m^3
Tungsten: 19250 kg/m^3
Lead: 11340 kg/m^3
Steel: 7900 kg/m^3
Titanium: 4510 kg/m^3
Magnesium: 1170 kg/m^3

A more complete list is here.

-Zeke
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