Yeah - they do get heavy. But heavy is good if the horse is going to knock them. My stallion was a riot with jumps that were in standards with cups. He'd knock it on purpose just to see if he could knock it down instead of jumping it. He'd sortof jump cavaletti that didn't fall down, if you made him do it ;~D
I've used cinder blocks with 4x4s or landscape timbers through the holes for jumps before. Not nearly as versatile as the "X"s, but pretty quick in a pinch.
I always worry about jumps that don't come down easy. I'm always worried that a horse will get careless and instead of knocking a rail down will get caught up in it instead. Or end up rapping the rail and hurting himself. That's a riot about the stallion though. I've never had a horse do that.