You might be better off posing this question at one of the sleep apnea forums instead like
http://www.apneasupport.org/index.php
I think the S9 is one of the lightest ones out there. Part of you choice may depend on whether you decide to use a nasal mask or full face mask. For example there's the Transcend Travel CPAP which is very small and instead of using a heated humidifier it has a little thing to uses the moisture you exhale to humidify the air. But it's not as effective as a real humidifier and only works with certain nasal masks.
I have been lugging a older Respironics (now Phillips Respironics) M-series around for the last few years. It's not terrible but it is one more thing to deal with which is kind of a pain. The carrying case that came with it is pretty bad so I ended up buying one that was designed for the old Resmed S8. It has more room so I can actually stick other things beside the machine into it which is nice since it's not supposed to count against the carryon allowance.
I've been thinking about getting a new machine though.