They definitely felt heavy to me at first, since I was used to mainly plastic headphones (see the ones in my signature). You get used to it after a bit. Also, if you use the velour pads, it supposedly adds 35g to the weight.
I have a fairly wide/large head compared to most people. I definitely needed to stretch the headband, or the HE400's would be clamping on the sides of my head too strongly after some use. Don't be afraid to bend them and hold them there for a little bit (I just bent and held it there for 5-10 seconds at a time) so you can change the shape of the headband; the headband is pretty strong.
Also, if I experience any discomfort, it's because of the cups clamping, and not because of the headband. It distributes pressure pretty well as long as you stretch it according to your head.
Edited by Luic - 3/29/13 at 3:25pm