There is usually a direct correlation between the weight of a power supply and the quality of it's internal components. Better quality PSU's tend to have heavier guage wiring, bigger capacitors and larger heatsinks inside them which all add up to an increased weight. For this reason, I like to pick up a selection of similarly rated PSU's before I buy. I also look at the rated current (amperage or "max output") for each voltage rail (ie. 3.3V, 5V & 12V), especially the 12V rail as many of the lower priced PSU's are lacking in that section.
If you're not sure about what wattage you'll need, there's an excellent article here: Choosing The Right Power Supply
that goes into detail on how to choose.