All the brand new cars come with lead-free weights... new environmental laws from what I've read. They don't even have lead in engine bearings anymore. They're aluminum instead. They're even eliminating it from car batteries... the new top shelf Porsches have lead free batteries ($3000 each!). It'll be 10 years before they come down in price to be used in cheap cars though.
There's no shortage of lead wheel weights still being installed though. I remove about four or five 5-gallon buckets of them from cars each year, and every car with steel wheels or cruddy aluminum wheels gets lead clip on weights to balance the new tires. They're still the cheapest, and fastest way to balance a wheel.
If anything is hurting the amount of used clip-on weights a bit it's the proliferation of aluminum wheels on new cars. Most of them don't have a place to use anything but a sticky weight, and even those that do we have to use sticky weights to prevent scratching the paint (or the poor quality aluminum wheels will corrode to the point they won't hold air in 4 years).
This thread makes me feel lucky I own a garage (for once).