The beads you’re thinking of are called plastic pellets, and poly-fill sells a line that I enjoy called poly-pellets. You can also use rice. If you go with Rice make sure you bake the rice at about 140F (60C) for like 20-30 minutes and shake it half way through to kill off any weevil eggs. I use both, I like pellets for making plushies, and I like rice for making weighted heat pads.
As for stocking alternatives there are a few options.
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Socks: Socks are great since they come in varying sizes, baby socks are especially good for smaller plushies.
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Draw String Bags: These are pretty cheap, and you can find them in most dollar stores in the party section, and sometimes in the craft section of Dollar Tree. Just make sure you tie it tight. I’ve also seen some people use ziplock bags, but I wouldn’t recommend it since it can pop open pretty easily.
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Make your own: This is what I do. If you can hand sew or have access to a sewing machine you can get really cheap fabric in the form of Fat Quarters. These are a quarter yard of fabric, and you can usually find them for about a dollar at Wal-Mart and even Dollar Tree in the craft section.
Quick Safety Info About Heat Pads Since I Brought it Up & Don't Want Someone to Burn Their Friggin House Down.
Before anyone gets any ideas, when making heat pads with crochet ONLY use a natural yarn like 100% cotton, wool, or jute. You can NOT use acrylic, or anything synthetic as it will melt. Bamboo yarn is also prone to shrinking when exposed to heat so I wouldn’t use that either. I also recommend doing a thermal stitch or a really dense single crochet. You can add some scented oils like lavender too. I like making these for family members, however it is important to remember that they are not safe for kids under 3. They are however wonderful for muscle pains, headaches, and menstrual cramps.
I know some folks will use acrylic to act as a sleeve for a sock heat pad to go into, just make sure you’re mindful of the softening/melting temps of your yarn (which is around 200F for softening and 300F for melting for acrylic)
Edit for just a few more things.
1: This is in relation to using rice. Don’t use plastic pellets or anything of the like. I have also heard of people using aquarium gravel which is silly… rocks can explode when heated.
2: Synthetic fibers are not only a melting and fire hazard but depending on the material they can also create toxic fumes once they have reached their melting points. Polyester for example releases carbon monoxide, carbon dioxide, and acetaldehyde. It can also release VCO’s which are also known as volatile organic compounds which can be harmful to breathe in as well.
3: Don’t use any plastic notions or glass notions on this kind of craft either. Again, plastic melts, glass explodes. So stick to embroidering the details instead.