Since trajectory is basically the only event in which the weight of your device does not matter in the scoring, heavier is definitely preferred. My partner and I used 40 lbs of weights on our device to keep it on the ground. Now that I think of it, 40 lbs was probably a little overkill, but better safe then sorry. You get no penalty for using weights as long as they are inside the specs. If you're worried about the weights being difficult to carry around, use dumbells ('cause they have handles) or have a strong guy carry them to impound with you.
When the device itself doesn't weight enough to keep itself down, you get the same "jumping" problem that zyzzyva98 descibes. If a device jumps, it's basically a non-competing device in my eyes. At my local invitational, I watched about three hours worth of trajectory devices (about 8-13 devices give or take), and can honestly say that every device that I saw that "jumped" did not have wieghts and did poorly. The ones that did do well either weighted alot by itself or the partners stacked a good deal of weight on it.
In a nutshell: A heavy, almost immovable, device is one that gives more consistent data! Consistent data =
