If you have been modeling steel mills in HO scale, more than likely you have run across a few ST&D cars. Most of these do not include car weights, but that is a small problem. One could buy aftermarket weights and there is even a company that makes weights for the ST&D cars. For me, I go the cheap way out. I bought a bottle of Daisy BB's 2400 count and a bottle of Elmer's Multi-Purpose Glue. Total coming around $7.50
I put a thin layer of glue inside the car and then pour the BB's in the car a few at a time so they can be arranged so one can get a couple layers of BB's in the car. Once I get the first layer down I add another small amount of glue on top of these and then put another layer. I will let it dry for a few hours than with the cars still laying on its top. I will later glue the bottom of the car to hide the BB's. If you decide not to use the bottom to hide the BB's let the car lay on its top overnight to allow the glue time to dry.
With this package of BB's, I have done 5 ST&D Universal Mill cars and 1 Walther's Hot metal car that I forgot to put the weight in while I was building it. Less then half of the BB's have been used.