quite a lot of people get ankle weights from sports and soccer type places.... a decent weight, and they have velcro etc in the right places to velcro them around your legs, so that you can just pop them round one beam of your light stand. Could be pretty good, and won't have the hideous markup of anything with the word 'photo' in...
I just carry a climbing crab or two in my bag, and hook my bag to the bottom of the stand if shooting outside with brollies or whatever, does the job. Either that, or you can usually 'find' a brick or a chair or something...