I use Grover Sta-Tites on mine. They are meant for guitars.
Yes, you might say that it adds some weight with the size of the tuners. Other smaller lighter options are available, but unfortunately they do come at a premium price. Head stock may be thicker but you are hogging out a lot of the material for the slots.
As long as your instrument balances at the heel/body join any increase in weight will not be an issue. If you feel that balance is going to be off then as Chuck, myself and I'm sure others do, use a neck material that is lighter (make sure its stiff and stable though), or you can counterbalance that extra weight in the peg head by making your tail block heavier.