As with most equipment, I made my own. I took two cheap plastic fat orange wiffleball bats from wal-mart, slit an "X" in the end of the handle and filled with sand. This takes a while, is messy and you must tap the bat down on a hard surface to get the sand to settle. The last 2-3 inches are filled with all purpose epoxy/sealant. Let the epoxy dry overnight. They weigh 12lbs. each. It doesn't sound like much until you start to swing them.
I assume you could fill them with lead shot used for loading shotgun shells. This would weigh a lot more, but may be unsafe.
I generally just play with the clubbells. I think they are a great piece of equipment, especially for forearm and grip strength.
One particular exercise I like is to do is swing the clubs up to shoulder level, hold and squat. Once standing, swing down and repeat numerous times. Watch your shins on the way down.