There is an old adage in baseball to swing something really heavy so that when you grab something lighter, it feels way later and you can swing faster. This is true only if the heavier item is less than 12% heavier than the intended item.
Research has shown that using weighted bats as training aids is an effective training method provided they are only marginally heavier or lighter than the regular bat used (+or-12%). Also using the heavy “donut” attachment that is still popular as a warm-up device is definitely not advised. The donut device has been shown to actually alter the swing motion pattern (Southard and Groomer, 2003) and decrease swing speed (DeRenne, 1991).
Many golfers will grab two clubs to warm-up. STOP! There is a better way to warm-up. A Titleist Performance Institute Professional can create an individualized warm-up for you. But general speaking, you would want to have some dynamic movements where you go in and out of a certain movement for 8-12 repetitions and even perhaps some type of resistance.
You can schedule consult to learn more about an individualized warm up at this link: Florida Physio Golf Physical
Southard, D. and Groomer, L. (2003). Warm-up with baseball bats of varying moments of inertial: Effect on bat velocity and swing pattern. Research Quarterly for Exercise and Sport. Vol. 74. No. 3. pp. 270-276.
DeRenne, C. (1991). Myths in resistance training: The donut: Does it improve bat velocity? National Strength and Conditioning Association Journal. Volume 13, Number 3, pp. 43-45.