I just made 6 hula hoops myself last week and love them! I made one for me and one for each of the kids, each custom made for our sizes. Very cool and very easy! After much reading, I decided against using any additional weight in mine. Supposedly, both increased weight and increased diameter just make them an easier workout so, being a glutton for punishment, made mine unweighted and no larger than necessary.
I was/am actually able to keep it up and going! I'm amazed! LOL It's an incredibly hard workout for me (funny, I don't remember it being that much work as a kid! LOL) and I'm sweating like a pig the entire time. When it starts slipping down, I just stick out my butt and it rides back up. We won't mention how I can only do it for 5 minutes before I die in an exhausted puddle of sweat on the floor, though.
Lilybelle, I'm in OK, too, down in the southeastern area. If you're anywhere close, I have leftover tubing that you can use to make a weighted one if you want. (or I could make it for you -- it's super easy and fast).
For those of you having trouble finding the tubing, I got ours from a local hardware store. All of our hardware stores, farm stores, and home centers have the stuff around here, called either irrigation tubing/pipe or black poly. I got 3/4" 100 psi.