I think his 9th would be an exception? It's relatively more light-spirited.
To the OP, I would suggest Mahler and Bruckner if by 'heavy' you mean large-scale and thick layers and texture in the music. But in general, classical music starts to get heavier and richer in texture starting from the romantic period towards the 20th Century. So symphonies or orchestral works by Brahms, Schumann, Dvorak, Prokofiev, Rachmaninov, Shostakovich, Tchaikovsky, Wagner, Richard Strauss and so on can also be considered 'heavy' and richly textured. My personal favorite is Mahler. His 9th Symphony has one of the thickest textures among symphonies! Recently I have started listening to more Bruckner as well. :)