Go down into the deep

When you choose your weight system it's a good idea to try the different weight systems while wearing a BCD. If you take a weight belt for instance, some women feel pressure on their hips when wearing a weight belt in combination with a BCD. Especially when the BCD is filled with air. 

Weight belts are made of heavy duty nylon which dries fast to prevent mlldew and nasty smells. They have a quick release buckle that allows you or you're buddy to dump the weights fast in case of emergency.
When you choose a weight belt you need hard lead pockets as well. The belt fits through the slits in the block. They are often coated with plastic to protect them from corrosion. The blocks come in different sizes from 1 kg up to 6 kg or even more.
You can also use a belt with pockets in which you can put hard lead blocks or soft lead.

With an integrated lead system you have soft lead stored in pockets on your BCD. These pockets have handles which you can pull to release the pockets from your BCD in case of an emergency. Soft lead is more often more comfortable than hard lead, because it forms more to your body.
A more environmentally friendly choice is stainless steel soft weights. They work the same as the soft lead.
The only downside of an integrated weight system is that you cannot take as much lead with you as with a weight belt. The typical capacity of a weight pocket is around 6 kg so with two pockets you can take 12 kg with you.