It's slithly better the more dense the material, but that's basically the same thing. You could say that depending on the location, using water is much more practical.

A much more interesting one I saw was the molten salt ones, where basically you store the energy as heat in a sealed place, and then when you need it, you use that heat to run turbines.

Yes, suspended weights, also spinning flywheels, hot salt, hot sand
There's options besides pumped hydro, hydrogen and batteries

Interesting concept, thanks for sharing

I don’t think it’s feasible.

https://youtu.be/XxGQgAr4OCo