Yeah, if you're looking for a weighted club to get loose with before your round, just get a weighted ring. I've never used one but I assume it works on the same premise as a doughnut used by baseball players when they're on deck.

I do know some people who prefer heavier shafts in their short irons and wedges, though for more control. If you're looking for this, I know people who put sand in their shafts. Maybe you can check out your local pro shop and ask them about it as one of their customers must have wanted it done before.