When I first began playing (many a year ago), I always reached for a 21 ounce. Over the years, I played lowered my preference to play with 18's and 19's. 
I once found myself without a stick in a tournament, and borrowed one from a friend. It was a spare (he sold sticks) and the weight bolt was removed. I played lights out with that stick. We later weighed it and it was only 14 oz's! 
I eventually had a couple custom sticks made a light as could be made, without drilling a large weight bolt hole, that it. Both of my playing cues are under 16 oz. I break with them, jump with them, and generally beat the crap out of them. I haven't had any issues, then again, I don't have a large, hollow bolt hole either.
I've never babied my sticks because I think of them as a tool. Something to use and to become an extension of me. I feel if I am overly cautious with them, I won't play as well. I love beautiful sticks, I just don't play with them.