Some alloys of lead have arsenic in them... most notably old lead-acid car batteries. You definitely do not want to be melting those indoors. You really don't want to be trying to reclaim the lead from those at all since fumes from it could kill you.
Wheel weights used to be a great source of suitable lead, but now that a lot of shooters are casting their own bullets (and wheel weights make great hard-cast lead bullets, it's almost the perfect alloy), the availability of free or cheap old wheel weights has almost disappeared from tire shops around here.
Suppliers for the make-you-own-cast-bullets enthusiasts sell ingots of lead alloys of different hardness levels, that have already had the impurities removed, and are safer to melt indoors but still really you don't want to be inhaling any lead fumes at all. If you have a local gun shop that sells reloading supplies, they might have the ingots. You can order them over the web from various outfits too. Lead shotgun pellets are a good alloy too.
Melting the lead is best done outdoors on a propane or Coleman fuel camping stove where a breeze can blow the fumes away from you.