Lead alloys with several metal like with Sn and Sb it forms a eutectic reaction, with Bi it develops a peritectic reaction, it alloys with Sn, Sb together for formation of babbits well known wearing materials.
Alloys with As, Sb, Sn, Ca, Ag and few others are typically and widely used in the lead-acid battery plates. First (if you have easy access to analytic facilities) dismantling of old (As, Sb) and newer (Ca, Ag, Sn) batteries can deliver you either ready alloys or material to blend with pure lead. In general, without any more serious problem, you blend elementary lead with the above mentioned metals by melting them together in an electric furnace.
What to avoid:
-air/oxygen form volatile oxides with lead. Toxicity is one of the problems, various kinetics of oxidation leading to the composition change is the other
-hydrogen with As and Sb - gaseous AsH3 and SbH3 are formed
I have no idea about alloys with Hg, thus, no suggestions for that.
I suggest you to check if there are available phase diagrams for the system that would better suit your needs. With the phase diagram information you can control control not only composition but taylor some properties as microstructure, like S. N. Ojha pointed out with some data coming from phase diagrams.
I agree Jaime. Additionally, if you can find the required properties, for example physical or mechanical, than it would be appropriate to chose alloying for lead. If you need better electrical conduction you can go for Cu or Ag, and if you need some extra strength you may go for Cu/Sb, for instance.