I think that adding weight to N scale locos would be difficult, give their size and the size of their motors. I can't imagine that there's much room for adding weight, especially compared to my HO stuff, or even the larger scales.
I almost always manage to add weight to my HO locomotives, both steam and diesel, and to that end, there's a thread HERE which demonstrates how to cast your own lead weights. Even the smallest empty spaces within a model can be used.
You should also be able to purchase sheet lead...try plumbing outlets or roofing companies. I used to buy mine at a nearby industry which manufactured sheet lead, but they've moved location, to parts unknown.
Wayne
I have an idea about adding weight to N scale engines. If your got lead or tungsten, flatend it out. Glue the weight to the roof of the shell and put a piece of electirical tape over it to ensure that it would not contact the two halves of the locomotive or the decoder causing a short. Has anyone thried this idea?
Caldreamer