Personally, I always found the OEM knob to be very lightweight -- probably the lightest of any car I've had (heaviest was probably my TF Magna). A hefty gearknob can certainly assist in smooth gear changes.

However -- and I think a few people have noticed this -- extra pressure (like leaning) can result in a little grinding feeling through the stick, so a REALLY heavy knob might not be good and might result in mild wear and tear on the gears.

There seem to be plenty of people out there with Momo knobs on their Euros or TSXs -- so you should be fine.

I haven't removed mine, but I presume it should just unscrew...