Russ, Are you using mechanical or fixed broadheads? The fixed can greatly affect the arrow's performance. derf

Well, I'm ashamed to admit it, but every once in a while my arrows veer away from where I want them to go and I was thinking that a little more KE would be helpful at times. Especially when I accidentally hit the shoulder blade on a deer or am having to move from the rear to the front through a lot of muscle and organs if it's a large deer.

Ok, guys, here we go again! If your arrows are veering off course, your bow is out of tune! By adding weight to the arrow, either with a heavier broadhead or an insert would require tuning again. From a perfectly tuned bow, the weight would have to be turned down for the heavier head. Since your bow is already out of tune can you tell me what you would do after changing the point weight?
I have not seen an intelligent answer here yet.
Yes, you will gain penetration with a heavier arrow even though the weight needs reduced a little. But the bow MUST BE IN TUNE. An arrow going less then straight will impede penetration and making them heavier will not gain you anything until you fix the problem.