For me, it depends on the scenario.
I have used the lightest baton when I need the baton to "do the work" for me. A heavier one when I need a field kubb to "do the work" and roll back into a double. Lighter batons go further when attempting a long double, but heavier batons do more damage when they hit. Heavier batons when throwing 8 meter on windy days. Light batons at 8 meter on calm days. Light batons provide more "pinball effect" in groups that are spaced out, and heavier batons tend to remove debris from piling up in front of that last kubb when throwing a dense woodpile.
I always pick the lightest baton possible for the opening toss.
As for a set of 6 batons, I want a complimentary mix of heavy, intermediate, and light batons, that way I can select the most appropriate baton for the situation.