Since every positive even integer is the sum of two primes (at least, within the range of weights you're likely to be lifting), maybe [5, ...the list of primes times 5]?
So if the list of primes is 2, 3, 5, 7, 11, etc, you could have weights of 5, 25, 35, 55, 75, 11*5, etc. for 5, 10, 15, 25, 35, 55, etc.
See this comment for a more in-depth explanation of what I meant by "optimal" for poker chip denominations. Hopefully that clarifies. That comment has a link to the code if it's still not clear enough.
I feel like 1,3,9,27,81 could be an optimal set; but I am not sure how to prove it.