I made my first mallet six years ago. Since then, I have made four more. I picked up this technique from Woodsmith magazine and really like it. I especially like the method of creating a mortise without needing to bore a square hole.
I went to the sporting goods store the other day to pick up some fishing sinkers: little lead weights that I usually use to fill the mallet’s head. After looking at the price (I would need about $15 worth of them!) my son suggested I try filling the head with sand instead. It worked well, but it is no where near as heavy as the little lead balls. Live and learn. But it is still has a nice weight to it.