KYBO,
Because of their weight, winglets require a modification to strengthen the wings. However, the wings on the –800 (and –400) are already strengthened because of their higher gross weights and so can take the winglets without this expensive mod. Also the winglets only start to offset their weight in fuel savings over longer sectors, which are usually done in the larger aircraft ie the –800. That said, APB are working with Boeing to retrofit or have as a factory option winglets on every series of 737.
See
http://www.b737.org.uk/winglets.htm and the Aero article mentioned above for all the info.
S & L