My favorite spindle weight is 0.9 ounces -- not so heavy I can't spin fine on it relatively easily, and not so light I can't get it to spin chunky (which will pile on quickly enough to make it heavier and thus make the spinning easier).
(posted by me on spindlitis, this day)
So, what's your favorite spindle weight? Post it in a comment here, or link back from your own blog.