Interesting question.
At first I was under the uninformed impression that a lighter build would translate into a louder volume. It was just an assumption on my part. As it happens, I have a light build uke (the aNueNue) and a more solidly built one (the Kanile'a). Now, I don't know how these would compare to other ukes, but when next to each other, the Kanile'a is much heavier and sturdier than the aNueNue. It's also louder. By a lot.
Overall, I prefer the solid feel of the Kanile'a. It honestly just feels more sturdy and stronger. The wood feels more dense, though that's likely an artifact of the fact that the pieces are just thicker on the Kanile'a. Also, things like where the neck joins to the body, or where the two side panels meet at the okole feel like they're more solidly connected.
I guess that puts me into the "heavier" group. Though again, I only have hands-on experience with these two.