It's not the heaviest thing in the world, but it's probably the heaviest thing a person could buy a practical cube of. The main metals heavier than lead are gold, iridium, mercury, platinum, tungsten, and uranium.

Uranium is a comparable price and density to tungsten, but buying iridium is gonna be at least 50x the price for something 10% denser.

How often do you have 2" cubes of gold lying around?

Also, if your house burns down your tungsten cube will still be intact, so you don't have to insure it.

right, just buy 1kg of gold instead

Tungsten is 19.25, gold is 19.3, and osmium is 22.59 g/cm^3. Tungsten isn't quite the densest material around, but it's in the general ballpark.

And much heavier than lead.