They gotta fit, so that's priority number one. They can't be so loose that they don't stay up or so tight that they're uncomfortable. They also can't be too short.
They vary a lot from brand to brand, so either try them on in person or call a retailer like TE and get their personal recommendations. The weight will depend on personal preference and the weather conditons you will likely use them in. I don't like fleecey ones myself and wear some by Sugoi that are a midweight Lycra. I like them a lot because they keep my arms warm but are small enough to stuff in my smallest of jersey pockets. My husband is tall and thin. PIs are the only ones that work for him.
Live with intention. Walk to the edge. Listen hard. Practice wellness. Play with abandon. Laugh. Choose with no regret. Continue to learn. Appreciate your friends. Do what you love. Live as if this is all there is.
--Mary Anne Radmacher