The question of whether lead is good or bad aside, if you want to avoid using it for weight, here are some options. I've linked to products sold by one of the forum sponsors.
If you're looking to add weight to your line there's tin split shot
as well as tungsten sink putty
. I like the sink putty personally. If you tie your own flies, there are brass and tungsten beads as well as lead-free wire
for wrapping on the hook shank.
Hope that helps.