A British charter company 757 (don't remeber which one) hit a balloon over spain a few years ago, think it diverted. Also a RAF Canberra hit one in the 70s and it put a dent in the leading edge of a wing.
The sonde part only weighs a few ounces and has a transponder so that it can be tracked and an instrument package to send back temperature information. It's designed to do minimal damage if struck.