Swing weight is a measure of how heavy the head feels relative to the overall club. It is not, despite what it's name implies, a measure of club weight.
Swing weight expresses a weight distribution of the club at a fixed fulcrum point. Swing weight for an individual club is determined by head weight, shaft weight, grip weight club length. Change one of these by 2 grams and the swing weight of the club will change.
There is no right or wrong swing weight it is, within reason, a personal preference. Most males players have a swing weigh between D0 and D4 and females between C6 and C9.
Swing weight has a small affect on your game mostly due to a higher club speed as the swing weight increases. But this improvement is only small and may be counteracted once the club gets too head heavy and uncomfotable to swing.