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@qwizoking said it really is strain dependent. What strains have you tried
@ebcrew ? I've had my share of airy fluffy buds on one plant and dense chunky ones on another! Another factor is how you treat them, if they're neglected and suffer large amounts of stress they will often produce wispy buds. I've noticed that heat stress can very quickly mess up a good yield.
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These are from my current grow with 678w cfl on 3 plants and to be honest I've grown just as chunky and dense if not chunkier with 200w on one plant.
They really start filling out on the 8th and 9th week of flower (indica), so a too early harvest can also be why some say they can't produce large buds. I've made the mistake myself, like most growers, getting scissor-happy way too early!