I purchased 5 pieces each of 1/2" and 1 3/8" wide flat washers from a hardware store (like these) and wrapped them in scrap yarn. That's it! Quick, simple and super cheap. You can use glue or a small piece of tape to hold down the start of the yarn. Clip and glue down the end or use a crochet hook to pull the end through the beginning loops before clipping. In total I paid less than $2 for the washers.
What do you use when cutting patterns: weights or pins?