Even more than weight, you want physical size. Bigger usually means heavier, hence the rule of thumb that heavier cars are safer, but the weight's really more of a side effect of size. Lightweight materials can be plenty strong. Point is, you'll come through a crash a whole lot better if you have 8 inches between you and the steering wheel or door, versus 2 or 3 inches..more room for the seatbelt to stop you, more room for the car to absorb the energy of impact, etc. Last summer my wife and I rented a new Ford Focus for a long drive--big mistake! Worst car I've driven in the past decade, probably! This supposedly "safe" car would've been a major liability in a collision. It's just too small. With the seat as far back as practical, my head was brushing the ceiling and my knees were wedged firmly against the lower dash. Even a moderate collision would've transmitted the force of impact directly into my body, causing serious injury. Horrible car for a lot of other reasons besides that, but the above was downright unacceptable.
There's a reason so many cars are built like that Focus (ie, built for short people). The standard model crash dummy used in official U.S. crash ratings is about 5 foot 8 tall. Car interiors nowdays tend to be more or less designed around that dummy, so as to maximize their crash ratings. If you're short, no problem (and admittedly, most people are short given that "most" includes virtually all women in addition to short men). Taller dummies exist but aren't really used for the official ratings so they're little more than a novelty. The government's gone pretty haywire with respect to crash ratings over the past decade and a half or so, so the automakers do everything they can to eke out good scores. As such it sucks being tall, and you have very limited selection in buying a car suited for taller drivers. Lot of tall drivers buy trucks, which are sub-optimal at best. Between my wife and I we've only owned Cadillacs, Lincolns, Buicks and a Mercury...and even the current models of those remaining makes, nowdays, feel like sardine cans. Even as recently as twenty years ago a "large" Lincoln of today would've been considered mid-size. Unfortunately people stay the same size (well folks are gradually getting taller on average) so the trend towards smaller exterior dimensions isn't good in the long run.
It doesn't help that in an effort to reduce costs the US automakers have largely moved to international car platforms that make no use of the larger US loading gauge. We get to drive sardine cans because Europe has small roads. Sheesh. SUV's aren't great either. They're plenty big, but also tend to wallow and tip relatively easily. Rollovers are bad. Traditional SUV's are also built on truck frames and hence not made to the same collision standards as ordinary cars. Car-based SUV's are nothing more than jacked-up station wagons with worse aerodynamics and a higher center of gravity for folks who're afraid of not being cool enough.
Long story short, modern cars are built as well as possible within the limits of their increasingly small sizes, but you can only do so much with a subcompact. As always, it's best to maintain good situation awareness and not get in a crash in the first place, or at least react to reduce the severity of an inevitable crash.