There was a few RPG's where money had weight, IIRC, but I don't recall it being an issue at all, more like just for the sake of the system. Like Morrowind - money do have weight, but no matter what amount you carry it always the same (0?5 if I'm not mistaken). Diablo had a different approach - they had the slot limit (5k? 10k? Twas ages ago) and limited amount of slots which was annoying.
In my personal opinion - no, there is no need. Is your economic system in DoS is out of balance you expect player to drag around bags of gold? There cold be two reason for that: game offers nothing to buy or the prices is so damn high so you had to accumulate money till you finish half of the game to buy something good. Either way it is bad and frustrating.
