Edit, after LIU:: gold is well below the most dense element, but the sources conflict slightly on the details:

http://www.science.co.il/PTelements.asp?s=Density ranks osmium as the densest element, closely followed by related elements iridium, platinum and rhenium. Gold is 8th (or 6th if the trans-uranium elements are excluded), slightly behind tungsten (a/k/a wolfram).

Another source places iridium slighly above osmium, and places gold slightly above tungsten.
http://www.webelements.com/webelements/elements/text/Os/phys.html (see graphic, click to adjust it to "shaded table" format, and then scan cursor over it for pop-ups)