It depends what you want to do with it.
I bought ARB's OME Nitrocharger Sports shocks for mine, and could have gone one better and bought ShockWerx shocks. I am, however, very happy with my OMEs.
If you are just staying on the road (loaded or not), any shock will do the job, a rebuildable one is better because it gives you longevity although I can't complain about the 200,000km I've gotten on my OMEs!
It's when you go on the rough stuff that they start to make a big difference. On rough terrain, a narrow shock will rapidly heat up, which will cause the valves to fail. Wider-bodied shocks have more oil in them, take longer to heat up and usually have a thicker (stronger) centre shaft.
Weight DOES play a factor in shocks, but it's the springs that hold up the weight, the shocks should really be called "motion dampeners". Heavier vehicles may benefit from different valving (and preferably not plastic!) but that's to handle the extra mass being slowed as it bounces, it's not to hold the vehicle up.