If you are talking typical handgun fodder (such as the ones you listed), the bullet is always by far the biggest expense. In theory, a heavier bullet "costs" more but in practice, it ends up being economy of scale, and whichever weight is most popular is what usually ended up being the best buy, especially when many bullet makers compete with each other.
Powder is just -super- cheap. The slower burners, magnum loads, heavy charge weight and high-brow Finnish powders
make for the most expensive powder charges... but still ends up being cheaper than the bullet.
In a low or medium pressure case like .38 or .44 Special, using a lighter bullet exacerbates the already too-roomy space. I would imagine especially .45 Colt works better with 250gr LFP than with 200gr slugs.
And if you are talking target loads... I would also stick to heavier weights rather than light. In .38 for example, the best target bullet is the 148gr hollow base swaged wadcutter and it's on the heavy-for-caliber end.