Heavier BBs will tend to fly farther out without being blown off course. Heavier BBs also reduce the muzzle velocity of your gun, although its not much of an issue.
Normally, 0.20g or 0.25g are recommended for indoors (usually 350 fps limit with .20s, so about 320 with 0.25s), and 0.28g or 0.30g for outdoors (usually 400 fps limit with 0.20s, so ~350fps with 0.30s).
Some games allow certified snipers to have guns that shoot 450 or even 500 fps. 0.36g and higher would be better suited to those.
More important is the brand/quality of BBs you use. A cheap BB can easily jam or damage your gun by breaking up while being fired. BBBastards are the highest recommended BBs on this side of the border. Others would also suggest Madbull and a few others.
H&K G36c (KWA) / Glock 18c (TM) / Kimber LAPD SWAT Custom (TM) / Mossberg M500 (ACM)