Consider the health risks when working with lead. The stuff scares the hec out of me.
when i was doing it i read a lot about the health concerns and what it all boiled down to was make sure you are doing it in a well ventilated place and make sure not to get too much of it on your skin.
i used wheel weights, still have about 2 tons of lead in my dads shop, i melted them down picked the hangers out and molded ingots in a cast iron muffin tray. i did this outside with a propane burner.
if you do this i would highly recommend working in an area that you can get a good air flow through, i dropped shot in the shop and had both garage doors open (one on each end) and set up a fan to move air around and possibly a respirator. also wear gloves, i wore simple leather work gloves they keep the lead off your hands and provides a heat sheild allowing you to pick hangers and skim off slag easier.
also make sure your lead is bone dry before you melt it, wet lead or moisture in the pot will cause it to spit and even "explode". friend of mine that used to drop shot got some moisture in his pot and the lead literally erupted everywhere he was lucky and avoided the blast but his pigs werent so lucky and to this day he still has lead stuck the to ceiling of his shop.
if youre serious do some reading and really get educated on this before you do it, not to sound condescending but a little mistake can have serious repercussions.