I own several warped old (but kinda rare) LP's that are very difficult to replace. I use a lightweight Michell record clamp when listening to these LP's. This clamp, when used correctly, allows me to enjoy them when they were unplayable before using the clamp. For an investment of about $50 the Michell is well worth it. Otherwise, I do not use a clamp or record weight (I also own a Bren1 weight, but it hardly sees any use).
I believe that the use of a weight or clamp depends on things like system synergy (does it play well with your 'table, etc?) and the condition of your LP's.
Cheers,
SB