I don't care, because my collection is nowhere near complete anyway
When I buy minis nowadays, it's for the exterior so I can get a good picture for my site, so the weight doesn't really matter. We don't play with the minis that much anymore, and I think the unweighted ones fly off the table farther with the Boost n Blast Stunt Set (the primary way we play with them) so I guess I have to say I prefer the unweighted ones now.
Long, long ago in this thread, reivax transplanted a weight into an unweighted mini (with pictures!).

Long, long ago in this thread, reivax transplanted a weight into an unweighted mini (with pictures!).