I try to add weight to light cars and bring them up to around NMRA guidelines, but you don't have to be anal about it. A couple of ounces either way up or down for a typical O-scale car won't make much difference. Keep heavy cars near the front of a consist, things like diecast cars.
While keeping the weight of the cars reasonably uniform, what may be more important is the rolling resistance. That is likely to make a lot more difference than a couple ounces of weight. If you have cars with high rolling resistance (early Menard's cars come to mind), those should also go toward the front of any long consist.
