The weight or no weight is mostly about feel. In some gearboxes, the shifter movement is so light that it just isn't comfortable without adding some weight to it. The other thing is that with a weighted shifter knob it will bang into gear more solidly, since there is some inertia to the movement.
In the end, it's all about feel. When you go to the store, get them to let you try a few in the parking lot. Just slip them on and see how they feel. Even if you're gonna buy online, test with the store ones first to get an idea of how you like it.
My very first mod to my car was to replace this big donkey-cock stock shifter with a real nice Momo black leather short shifter. It goes on with set screws and the stock shaft goes right to the top of it. This not only makes it quite short but adds the weight of the shaft to the knob. It feels great to me and I'll never change it.
Good luck