First off, the copper versions are low profile. Which means they don't torque the mobo much.
And they're not THAT heavy (I move my rig around a good amount around my room with the heatsink on, thats over 800g).
But yeah, don't say just because its only a 600mhz increase, its not worth getting a DMM. The P4P and P4C series of boards have a serious problem with droop and vdimm. Luckily, I took the plunge and volt-modded my motherboard, and its taken me 10 fsb up, which means i went from 3.45ghz, to 3.6ghz, 250mhz with the droopmod/vdimm alone (before, without droopmod, and vdimm at 2.85, I could hit 230fsb, after droopmod, and vdimm at 3.21, i hit 240fsb, same timings)
either way, you should definately invest in a voltmeter, and should do the voltmods on the board. They are simple voltmods.