Actually, that's a very good question, and it's one I don't have the answer too. What I would say is that I'd be looking at brass or steel over aluminium or plastic, as like for like the former will always be heavier.
I have a custom shift knob in the MR2, weighs about 3/4 of a kilo but it's bloody awesome Custom knobs are cheaper than you think, mine was only £35 IIRC from some bloke on eBay.