Well, Sal, I understand your logic and predicament.
Weight is a factor that even causes me concern, which is the reason I ran a tubular duct between an intake fan, the TR U-120-Extreme, and the exhaust fan. That way, I don't have to hang another 200 grams of weight on a cooler that's already approximately 790g.
The matter of price also connects to the matter of performance. If a manufacturer even just proves to himself that his cooler outperforms someone else's, he'll charge "whatever the market will bear" and confidently wait for that market to vindicate his pricing decisions. So, there's certainly some truth in the expression "you get what you pay for," and we're only speaking here of a matter of between $10 and $40. One has to assess whether choosing a budget-model hardware-investment might really be "false economy."
Here among the members at Anandtech forums, we change hardware like some people change clothing through the business-week. That makes us more "consumers" than investors, except that we should be sharp enough to turn over our discards to others down the food chain on an auction-site like EBay.
But despite our absurdly spendthrifty behavior here, hardware is also an investment. To give an example, I gave my brother an overclocked P4 Northwood system fitted with some DDR500 modules -- all tuned and ready. But "Bro" is acting like a mainstream user, so he picks a well-worn surge-protector to buffer his wall-socket power-connection, and as we all know, the varistors in those items eventually go south. Even worse, though, for people living in the country, you can have power-outages. This is "not good" for even a mildly over-clocked system. Someone willing to provide an "insurance policy" for their system would spend a bit more and get an appropriately-rated battery-backup. Getting Bro to do that was almost like pulling teeth, but he finally saw the light.
On the matter of weight, my best guess is that you can exceed the Intel motherboard spec by as much as 100%, and you should be "OK," but I still would rather keep that weight down. Even so, the real problem would be "torque" -- determined by the distance that weight hangs from the motherboard. So a 790g heatsink with most of the weight near the base is not going to exert the sort of torque as adding a 250g fan to the same heatsink. If much of the weight for an 800 or 900g heatsink is in the base, and it sits less than half an inch from the surface of the motherboard, I'd say it has a negligible effect. By contrast, a top-end Panaflo 120x38mm fan weighs as much as 250g, with its center of gravity more than 2 inches from the heatsink mounts. With the mounting mechanisms the way they are on the slightly pricier tower coolers, I'd say that the torque is mostly in the fan, and rest of the weight is mostly near the motherboard, so I wouldn't worry too much.