If you want heavy wheels you could also get some heavy tires. Putting 2 Marathon Plus's on there will probably increase the weight by 2.5 pounds. But I agree with most people that there's no point in making a bike purposefully heavy. And if you _really_ still wanted to ride heavy bike, why not just build up the bike how you want it, then add however much weight you want to it?
I ride a 35+ pound bike and it doesn't make me faster or give me a better workout.