The weight is normally indicative of the mass of the magnetics. Loosely speaking, the bigger the magnetic mass the "beefier" the amp will be though potential for losses may be greater. Personally, I give a heavy amp more points than a lighter one. From a cost point of view, designers try to minimize mass and everyday new techniques are being invented to get more for less - read more performance, less mass, less electricity, less money. More often than not though doing so makes things more complicated.
It is just that some designs are more energy efficient than other Bro. The switching types are generally the more efficient, while the linear types are generally the most power hungry.
