When I taught sixth grade we always used the gravitational pull of the planets to discuss mass and weight (since that's what weight is).
We would find the students' mass by placing them on a scale. And then discuss that weight and mass on Earth are the same number, because we base weight on the gravitational pull of the Earth... However, if we were to travel to the moon, our weight would change... but our mass would remain the same - unless you lose an arm on the way to the moon.. (6th graders appreciate warped humour
). They'd then find their "weight" on various planets based on the gravitational pull of the planet... yet note that their mass always remained the same. It at least helped them have a better definition of the two words.
As for volume and density - we used balls that were the same size - ping pong balls and really big steel ball bearings I found..
We could measure and determine that their volume was the same... Then we would find the mass of the two items using balances and using the formula for density, determine the density of each object.
For a visual - with my fourth graders we used five colors of water - each with varying amounts of salt in a 4 oz bottle of water - none, 1 tsp, 2 tsp, 4 tsp, 8 tsp. (this one wouldn't even totally dissolved because it became so saturated). Each group then used a pipette to add 50 drops of the colored water to their test tube. It has to be done carefully and drip it slowly down the side of the tube so it can displace where it needs to. If done correctly, they end up with a lovely striped test tube. It works with different liquers also, but probably not the best thing to use with fifth graders..