The first thing that came to mind was an extremely dense (maybe more than lead) core with a thin diamond layer
Money no object, posible!!! but unless you are a millionaire I'd look else where.
depleted uranium core with a tungsten carbide surface or something like that.
Tungsten Carbide will wear away in time and you cannot have a thick layer as it is pretty brittle. On the Uranium note, unless you want a higher chance of developing malignant tumours I'd stay well clear.
You could use just Tungsten. It is the third or fourth most dence material known to man (I think), and is pretty hard. You could then have a carbide coating which would be posible to recoat when required.
Should you not have to money to buy a significant fraction of the world's total tungsten content, you could always use ceramic balls. There are many different ceramics, I'm sure some are really expensive for one reason or another.