Just for the record, American Gold Eagles and Krugerands are pretty pricey--somewhere in the hundreds of dollars--I would guess at least $350, maybe up to double that by now, but its been a while since I've checked.
I do have a one ounce silver coin minted by the Liberty Dollar folks, which costs around $10, last time I checked. I think Liberty Dollar will also sell a tenth ounce gold coin.
The reason I mention this is all the suggestios, while being cheap ones, will not have at all the weight of a gold coin. Maybe the gold spray paint on a lead coin? You might have less kevetching about how encumbering carrying 1000 gold coins in yr PC's backpack is if players could feel how heavy real gold is. One time a local jewelry store hosted some treasure hunters who had found the wreck of a Spanish galleon somewhere in the Gulf. Fascinating stuff. Anyhow, I got to handle a gold bar, which looked like it might weigh a pound, maybe 10 inches by 5" by 4"--it was much closer to 50 lbs!