A true 0-0-0 plane balanced and trimmed properly will handle turbulence better than just adding weight to a plane. The problem is there are very few planes that meet this criteria. Almost all trainers, sport, and scale aircraft are far from that design and will be more stable with a higher wing loading, to a point. You will loose some top end speed, have a higher stall speed, and loose a some agility, but depending on the airfoil and the amount of weight this can be very subtle, especially with the more modern airfoils. If this is to be used for sport aerobatic flying then that small amount of weight will have little to no noticable effect. I personally would not go to extreme effort to shave that little bit of weight. If you are building a competition A/C then weight should be considered throughout the build.

No matter how streamlined a plane is a lighter wing loading will be more affected by turbulence then a higher wing loading.