helium has an atomic number of 2, this means that there are just 2 protons (and thus some number of neutrons and electrons). Alpha decay from radioactive material is actually just a helium-4 that is produced as a heavy element's prodtons escape the strong force in what we call decay. So in essence, we can easily produce a helium isotopes (variant) as a byproduct of many many processes already in place for energy production.
Think of it this way, 1 atom of thorium (atomic weight of 90 protons) has 45 atoms of helium waiting to be separated from it, however the strong force currently makes it difficult to get anywhere near that yield.http://en.wikipedia.org/wiki/Heliumhttp://en.wikipedia.org/wiki/Thoriumhttp://en.wikipedia.org/wiki/Alpha_particlehttp://en.wikipedia.org/wiki/Strong_interaction
As for other elements, anything that is lighter than oxygen/nitrogen could work as a lifter for the balloons. This includes hot air, neon, water vapor, ammonia, methane, and hydrogen.http://en.wikipedia.org/wiki/Lighter_than_air
Hope this helps answer your questions. There was a lot of information for a pretty simple curiosity huh.