[Herra Tohtori]

Well, it sort of depends of the neutron energy doesn't it?

This gives a pretty good idea about what materials have the best suitability for neutron capture. My memory of lead having high neutron capture cross-section was apparently not correct, and it appears that the density of the material has relatively little correspondence to it's neutron capture ability.

Here's a list of elements sorted in order of thermal neutron capture cross-section.