Anything from .177 BB's up to 10mm steel ball bearings........Walmart on the BB's, www.bcprecision.com on the bearings, or search Amazon / EBay for utility grade bearings which are considerably cheaper.
You can also get clay balls from Amazon and EBay also
BB's I get from Wall Mart at about $7.60 per 6000ea, including tax - (less then .19 cents per 150 shots).
Steel I get from PGN Bearings on ebay or Amazon, I have bought many, many, many thousands of 3/8" from him ... fast shipping, great prices and a very nice guy !
Marbles I used to get at McGill's Warehouse in the San Fernando Valley but his prices are starting to climb and it may be cheaper to buy 7/16" steel with free shipping from PGN, but not sure of that !!!
Also when WinCo has 3/4" jawbreakers, they make great short range ammo, they weigh about 88-93 grains.