You ask a good question! If we are considering just throwing an object, there's a lot of factors that influence how far an object will go and one of the most important is, in fact, mass.

Issac Newton's laws of motion help us understand how mass can affect how far something will go if thrown. The second law tells us that the magnitude of a force applied on an object is equal to its mass multiplied by its acceleration (i.e. F= m*a). If we are applying the same force to two objects with different masses, clearly, the acceleration (i.e. how quickly the object's speed increases) will be larger if the mass is smaller.

Assuming all of the conditions are the same between the two throws, the object that has less mass will accelerate faster, and ultimately, will travel farther than the heavier object. If you would like to learn more about Newton's laws and what they tell us, click this link.

You can also think of this from an energy standpoint. Kinetic energy is the type of energy associated with motion and it is equal to 0.5 * m * v² (m= mass, v= velocity or speed). If I generate the same amount of energy when I throw each object, we can see from the previous equation that my lighter object will be traveling faster than the heavier object. As a result, it will travel further in the same amount of time than the heavy one. Hopefully this makes sense!

In all of this, we have considered mass as the only factor that matters. In the real world, air resistance (i.e. friction between your moving object and air) will also have an important impact on how far the object travels. It's the same reason that a feather doesn't just fall normally to the ground but instead slowly floats down. So, if we account for air resistance too, all of what was said above requires the objects to have the same shape.

Short answer: unless there is some force causing an object to stop (like friction), the amount of mass that it has will not affect how far that it goes.

Longer answer: If you push an object with some amount of force, then the more mass the object has, the slower it will go. However, if you are pushing it in space, where there is no friction, then the object will keep going forever, no matter how much mass it has. It will just move slower with more mass.

If you push an object and there is friction, then the object with more mass will move slower, but it will also take more friction to slow it down again. Usually, the amount of friction depends on the weight of the object, though, which means that an object with more mass will have more friction. Then, indeed, an object with less mass will go farther than an object with more mass. This depends on friction, though: if the object is moving through air or floating on water, then it will be affected by drag instead of friction, and drag works on the size of the object, not how massive it is.

This link says yes, and it's talking about a catapult:
The reason that the objects with less mass traveled farther was because it was less affected by gravity. Also, lighter objects accelerate more than heavier objects with the same given force, which causes lighter objects to travel farther.

But if the surface is a bit sticky or soft, I'm guessing the heavy object will go farther, because it won't be held back so much by the friction of the sticky or soft surface. ... I did experiments with marble-sized balls that weighed about 1/4 oz and 3/4 oz, and that seemed to be true.

Another question I have is about air resistance. If one object is a lot lighter, don't you think air resistance would slow it down? Imagine trying to throw a feather, for example. That wouldn't go as far as a ball, would it?

1. Newton's laws of motion: read here.

2. This is a link from UCSB's ScienceLine: here.