Having worker in a foundry that cast all kinds of stuff that sand casting method is doable. Might be ugly but it works. Slit sand casting might work better. Either way all one needs is lead, sand,latel, gas stove etc., and something large enough to hold the sand.

http://b30.ezboard.com/fromanarmytalkfrm1.showMessage?topicID=955.topic

Check out the image of these glandes.
Johnny

Making one's own ammo can be addicting!  I have made so many different kinds of sling ammo or 'slammo' (to use a 'highly localized' vernacular) over the last 20 yrs that I have totally lost track of much of it.  One may find it interesting that the fishing industry is replete with reasonably priced equipment that suits our sport well.   Here is a link for example:

http://store.tackletogo.com/sinkers.html


As you can see,  prices are reasonable and electric lead melters are easy to use.  One may readily find sinker molds that closely match the handiwork of our Roman predecessors.   Here is a pic of some 'slammo'  I have become partial to as it cares not how it leaves the sling or the style one uses and groups consistently over a variety of distances.  

http://www.ezimagecenter.us/image.cfmImageID=5851

It is 1" diameter lead spherical ammo from a 'cannonball mold'.   I use it primarily for target sport.  One of my most specialized types of ammo were my tungsten darts which were tiny at only 1 1/2" long and weighed just under 3oz. I attatched miniscule led lights (Thill Nite Brite fishing lure lights) to the rear for easy retrieval.  

OMFG!!!!! those look so cool. i want them! lol!