How can I make my robot heavier? I'm building a 3kg LEGO EV3 sumo robot and I need to make it as small as possible. 

Which LEGO items do you recommend to add more weight on it? (tires, plates, wheels, blocks, minifigs etc.)
Weights:

The 2 x 6 x 2 weight elements are pretty good.


Boat Weight
Train Weight


Magnets:

Train Magnets are also pretty dense, though not very large and are now rather pricey.

Rubber:

Any solid rubber wheels also pretty dense. Avoid the hollow ones full or air.

Batteries:

If you need a lot of weight, you might also add a battery box, full of batteries of course. These are the ones currently in productions, but older ones will work just as well.


AA Battery Box
AAA Battery Box
Rechargeable Battery Box


I've also seen people add AA batteries without a battery box, but that may be bending the rules a bit.

Other Electronics:

Most LEGO Electronics are actually fairly heavy. You could also add motors, old LEGO RC stuff, or even whole other Mindstorms or other robotics bricks.

Make sure to check the rules for your sumo competition to see if any of these are excluded.