I used to carry one of those heavy dog chew balls, but I lost it. I'm thinking about getting a lacrosse ball. Tried golf balls, too small and not enough mass.
Dynamite works well, but other golfers complain it disturbs them. Go figure. Wimps.
But seriously these days its usually my water bottle. I carry a metal one and it shows by the dings and dents how often I have to use it.