Look up weights here
Weight Weenies - Listings Index
for example:
Weight Weenies - Front Derailleurs
Lower end components aren't necessarily listed there, but I've found those weights in Amazon listings (which take with a grain of salt but are sometimes accurate), and on the manufacturer or distributor site.
For the latter for example, the HG30 9-speed cassette is 270 grams.
CS-HG50-9 Many of their components do have weights listed.
Failing that, if you google the product and dig through enough reviews or message boards you can sometimes find someone posting the weight.
Keep a spreadsheet with all of the options that you're considering, and don't leave anything out (like a chain tensioner for example) and you can get pretty close to the final weight of whatever you're planning. When I did this I was taken aback by what it would cost to save four or five pounds, and re-aligned the priorities to more reflect functionality and standard parts, than the overall weight of the bike.