Less is better, in general you can get away with more loading on a bigger plane, and span loading is important in the turns. The span loading bit is why there's any impetus at all toward higher aspect ratio designs. The _wind_ is the same no matter the plane size, and a heavier loaded plane will bore through a given set of turbulence better than a light one, which is one reason why (IMHO) bigger planes do better in competition.
I'm not to the point yet where I do a good job of estimating weight by major component, but I _do_ find that estimating the density of the wood I'm using helps a lot. I weigh each piece of wood when it comes off the pile, and write it's density on the piece. Then I try to choose wood wisely -- weight bearing bits like spars come from heavier wood, full ribs come from lighter wood, sliced ribs come from heavier wood, depending on the section thickness and their spacing, sheeting comes from lighter wood, etc., etc., etc. Just being aware of wood density and _thinking_ about where I'm going to use it (and sometimes judicious use of a Forstner bit for lightening holes) adds a lot of lightness to a structure.
At a guess I'd say that you probably want to aim at 5-15% of the weight in the stab, maybe 30-40% of the weight in the wing, and maybe 40-60% of the weight in the fuselage. I'm not even sure this adds up, and as I said I'm not at the point where I know this -- I'm at the point where when I remember I weigh all the bits at all the major completion steps, write it down, and use it for target weights on the next model.
Knowing this would be a Very Good Thing -- I know from watching mechanical designers engineering systems for aerospace applications that you don't keep the weight down and the strength up by "just building it as light and as strong as you can", because George will build out of aluminum lace for weight, then Bob will build out of good strong stainless steel, and when you bolt the structure together it'll be heavy and weak. Instead, you have to establish a weight budget (and a strength budget), apportion it out to the various bits, then design (and build) to that.
For control line stunt, this also means that you need to go fly and break a plane or two -- if you want to be harsh about it, if you haven't had an airplane break in normal use, then you haven't successfully explored the light-weight end of the envelope. Once you do that a few times, you'll get a better idea of how to apportion the weight.