To fit winglets requires beefing up the wing if there is no structural margin due to change in bending moments. The 737NG - installation adds 375-518lbs to the weight of the aircraft, depending upon whether they were installed at production or a retrofit. The blended winglet assemblies themselves weigh 300 pounds per pair. Beefing up the wing structure added 100 pounds. If the original wing had had no excess structural margin, it is estimated that 600 pounds of beefing up would have been required.
Edited to add: from (a Boeing paper)
http://www.smartcockpit.com/docs/Wingtip_Devices.pdf
Ideal-induced-drag theory (the theory of minimum induced drag for a given total lift, based on Trefftz-plane theory) is useful conceptually for understanding the relative drag-reduction potentials of different device configurations, but it is a poor guide to the net level of benefit that can be achieved. The actual induced-drag reduction is always significantly less than ideal, substantially so in retrofit and derivative applications, and increases in viscous drag and weight generally offset some of the induced-drag reduction. The structural-weight impact is always a major player in the design trades. The magnitudes of all of the offsetting factors depend strongly on the design details of the baseline airplane and the device.
The last two sentences are significant.