Cement is your friend, my friend
Measure the diameter of the bar where you want your weights to go.
Go to your local Lowe's or Home Depot, and get:
Several bags of premixed concrete. Example here, 80 lbs for less than $5.
A cement mixing tub, example here, for about $5.
The smallest size of PVC pipe which will fit over your weight bar, where your weights will go.
But before you do anything further, MAKE DAMN CERTAIN THE PIPE WILL FIT OVER YOUR BAR. I had to throw away my first batch of weights, because I got the wrong size of pipe and discovered it too late.
Figure out how much you want each to weigh, and then multiply that by 1.2
For the sake of example, assume you want two buckets, each weighing 50 lbs for a total of 100. Multiply by 1.2, for a total of 120.
Whatever that number is, put half that weight of cement and half that weight of water in the mixing tub. Continuing my example, you would dump in 60 lbs of cement and 60 lbs (or 7.5 gallons) of water
Stir thoroughly until it's all in a liquefied slurry. You don't want to see any powder at all.
Put your PVC pipe in the center of your bucket, and pack cement around it. Example here Keep the bucket on your scale, so you know once you have 55-60 lbs.
Repeat for the other bucket. Move wet cement from one bucket to the other as needed to balance the weight between them.
Let it set overnight, and then pull it out of the bucket.
Note: it often takes a few weeks to fully finish curing. In my experience, weights tend to lose a pound or two in overnight curing, and level out at about 90% of the original wet weight after a month or so.
After the cement has finished setting up, cut off the excess PVC with a hacksaw, pull the cement block out of the bucket, and knock out any cement that's dribbled in the bottom. Now, the pipe will let it slide perfectly onto your bar and you're good to go
If you want smaller weights, it's easy to use smaller buckets or plastic oil drain pans to make weights between 10-30 lbs. I used this and this to make 15 and 30 lb weights, roughly.
In general, 1 gallon of wet cement = ~18-20 lbs once fully cured.
I do recommend buying a few 2-1/2 lb and/or 5lb weights just for consistency and leveling up, but they'll be pretty cheap.
Congratulations! For less than $50, you've got over 300 lbs of weight to work with
Questions?