To be honest, i almost never work with very heavy scenes, although it's quite subjective thing. Recently i got a pretty heavy scene with thousands of objects, over 2 thousands Corona lights, hundreds proxies, some of which contains over 20 million polys if converted to mesh. It also has quite a few 16 K+ textures, lots of badly constructed materials, half of which were not even converted from Vray. To my quite surprise, i had no issues with the scene. It was a bit on the slow side to navigate in the viewport and the first parsing took about 10-15 seconds, but everything else felt completely normal. Not sure if you'd consider such scene as particularly heavy and how this compares to your experience, but this is about as much as i can help in this regard, i think.