It's not the heaviest thing in the world, but it's probably the heaviest thing a person could buy a practical cube of. The main metals heavier than lead are gold, iridium, mercury, platinum, tungsten, and uranium.
Uranium is a comparable price and density to tungsten, but buying iridium is gonna be at least 50x the price for something 10% denser.
6 hours later, I'm an idiot who read density instead of price.
Funny thing is, while Depleted Uranium is about the same density as tungsten, it's also a fair bit cheaper (for major nuclear governments) because it's an otherwise nearly useless byproduct of the uranium enrichment process, and there's around a million tons of it sitting in storage worldwide.
Also, since the density of tungsten and gold are so close I guess tungsten gets ordered a lot by people intending to forge the counterfeit gold bars...
Uranium is a comparable price and density to tungsten, but buying iridium is gonna be at least 50x the price for something 10% denser.