I got a pair of 5# Danskin squishy weight balls at Wal-Mart for around $14. They also had 3# and 4# sets for less.
They are soft vinyl and seem to have sand inside. The weight is not solid in the core however, so as you turn the ball over in your hand you can feel the weight shift. They are really cool. I like the small size.
I have only tried the Better Burn....Better Buns DVD so far, but I like the different uses for the balls.
Now I just have to buy some paper plates....found I didn't have any. I tried using a couple of old magazines because I thought the glossy covers would help me slide, but they didn't really work.