Since no one has taken a stab at this I'll throw in my opinion even though I have zero dry suit experience.
Lead Block/Bullet Weights
- If you're willing to fiddle with them you can really fine tune their placement (assuming you use a straight belt and not a pouch/shot belt like shown).
- They can't shift around independent of the belt (assuming you use a straight belt and not a pouch/shot belt like shown).
- More versatile since they can work with pouch/shot belts or straight belts.
- Effectively unbreakable
- When coated may be more environmentally friendly
- Can be uncomfortable when not placed properly.
- Harder to fine tune your weight moments before the dive (assuming you use a straight belt and not a pouch/shot belt like shown).
Lead Shot Weights
- More comfortable
- Easy to adjust weight moments prior to a dive
- More expensive
- Weights can shift in pouches
- Can only be used in specialized weight belts
- Less control over exact weight placement
- Potential for breakage
- I'm not aware of any that come coated.
In all honesty the breakage pro/con isn't a big deal as long as you take care of your gear. The shot weights are pretty hardy and are further protected by the pouches when in use. Another thing that isn't a big deal even though I called it out is precise weight placement. While this is true, in my experience having the right amount of weight is much more important than exact placement of the weight assuming you're generally balanced. Same thing with weights shifting. While I've felt it before while skin diving the only time I think it could be a factor is in heavier surf. Of course heavier surf generally means low visibility so you probably aren't diving in it anyway. The last caveat I have is in regards to coated vs uncoated weights. I don't believe uncoated weights have a significant affect on the environment while diving, but I added it for people who are concerned.
Even though the pro/con list looks unbalanced, my general impression is shot weights are more convenient and comfortable so if you're investing in a new system you might as well go that route. This is doubly true since you've had problems with solid weights. On the other hand, if you're looking for something hard wearing, possibly more environmentally friendly, utilitarian, and/or cheap go for the solid lead weights.
Personally I have solid lead weights on my dive belt. This is mostly because they were most common when I started diving and I have never felt like I had a reason to switch to shot weights. I do have a belt though with a single pouch for shot weights that I use when snorkeling and spear fishing (free diving). I went that route for the comfort factor, and the ability easily adjust my weight depending on if I'm wearing a wet suit or not.