I want floating money with freakin anti-gravity fields. If you carry too much money, you float in the air.
Seriously, I would prefer spending time managing the weight and space occupied by weapons and armor instead of money. So, I would prefer that it doesn't factor into weight.
Anyway, maybe you could introduce magic bags that reduce the weight of anything put into them (shameless rip off of D&D concepts I know). With such, I may find it acceptable to factor in money weight and other nuisances.
