Good question S. J... If you've got any lateral limbs below the one you're tying over, with a loose knot on each end, tie them to each other. If you're growing a "central leader" tree, try a spreader stick, notched at each end and (carefully) placed between the main trunk & limb.
If you're still stuck using weights... old found / abandoned Rail Road spikes have worked for me. Bricks, the kind with the open center squares, not "pavers," do pretty good; just tie onto the brick through those holes. Gallon milk jug's are great, though ugly... the good thing is you can "adjust" their weight by how much water you put in them! The jug plastic will brake down in sunlight, but it should be good through the one season needed to accomplish the bend.
Just remember to leave a loop large enough to allow for the expansion of the limb. And, don't hang anything too far to the end of that limb - you don't want the eventual limb tip to curve down. Weight it as close to the trunk as possible and monitor it's angle throughout the season - that big loop tie can let you "adjust" it some. As the tree leafs out, the additional weight of the leaves may cause it to bend too much - empty some water.
Be creative and do put forth the effort, you may be looking at the results for many years!