I have 3 phones at home now, the Samsung Focus (119.4g), the HTC Tilt 2 (178.5g), and the Lumia 920 (185g).
I was using an HTC Tilt 2 right before switching to the Lumia 920. The HTC Tilt 2 weighs 178.5g, slightly lighter than the Lumia 920.
My 100% honest opinion: When holding both phones at the same time, they feel the same weight (as they should), however the sensation is that the Lumia 920 feels 'right', while the HTC Tilt 2 (being a physically smaller phone, although thicker), literally feels like a small 'brick', like dead weight.
When holding both the Samsung Focus and the Lumia 920, they both feel 'right'. The Samsung Focus is a physically smaller phone, but the weight feels like the phone looks. The same goes for the Lumia 920, it weighs like it looks. This is a good thing, because this means the Lumia 920 doesn't feel hollow or heavy, it just feels as it should.
My 'in my pocket' comparison quite surprised me (wearing regular jeans). While the HTC Tilt 2 is a bulky thing to have in the pocket (definitely the worse of the three), the other two are not. However, when I compared having my Samsung Focus and the Lumia 920 in my pocket, I was very surprised to find that the Lumia 920 actually fit better in my pocket.
It's strange to think a larger, heavier phone would fit better, but it did. Mind you, I'm only 5'8" weighing about 130lb (yeah, skinny), but the Lumia 920 filled out my pocket like it was meant to be there. I think the reason might be that the Samsung Focus, being smaller, moved around more in the pocket and felt (in comparison), like carrying around something loose in your pocket. While the Lumia 920 was definitely not snug and still had room to move, it was like it was designed for my pocket. It never felt heavy or cumbersome at all, in fact I didn't even notice it once I had it in my pocket.
It's kind of hard to explain.