Actually, lighter rock = greater porosity = larger surface area = much more filtration value. Plus you'll get more of it for the same weight of other denser rock. But it will likely be more expensive.
Being in the UK I don't have any experience with the keys rock from liverocks.com, and from what I've read it's extremely rich in life but much more dense than fiji rock. So I guess that's the trade off. Also, fiji rock is prettier
Personally, I'd go for a mixture to promote diversity.
You may also want to start with a DSB
now to save the hassle of changing subtrates later.