Let me save you some time: [www.puttyworld.com] <— Awesome putty store and the same supplier for Think Geek (I think?).

There are two magnetic (actually they're all ferrous as mentioned below) putties that come with a 12mm cube. The putty can, with some time, develope a decent magnetic pull.

Also the putty will stick to most hard surfaces without needing to be magnetic to start with. The Glass putty that is available is actually a silicone rubber but is pretty neat too.

*Tip for those new to putty. It may bounce, that is kind of fun, but it will pick up dirt in a hurry. Putty full of dirt is less of a liquid and more solid at that point and it will firm up and slow down. The Glass putty will not stay transparent for long without proper care. Someone dropped mine on carpet and as far as I know there is no way to get the fibers out of the putty after that short of obsessively trying to pick each piece out. Lost cause there, sadly.