In length, the heaviest of the four great novels is The Brothers Karamazov, with about 296,000 words in the Russian original; The Idiot and The Demons come right after, practically tied at around 210,000, and Crime and Punishment is the shortest, at about 173,000. In density, the answer depends on what one means by heavy.
Karamazov is heavy because of its ideas: it is the novel in which the great discussions about God, suffering, and freedom fill whole chapters, and Ivan's rebellion, which hands back his ticket of admission because of the suffering of children, puts the objection to faith in the mouth of a character. The Demons is heavy because of politics: many characters, a plot of conspirators, and an irony that requires some knowledge of Russia at the time.
The Idiot is heavy in another way. It has none of the action of Crime and Punishment nor the discussions of Karamazov, but it has about 890 pages of conversations, salons, and misunderstandings, and a central figure whose meaning the book does not resolve. One of the most difficult passages is Hippolyte's Explanation, in Part Three, which places Holbein's Dead Christ before the question of how to believe in the resurrection, and the hardest thing is accepting that the protagonist acts very little: he looks, says what he sees, and lets the others decide.
Crime and Punishment has a crime in Part One and a magistrate who closes in on the suspect, and its action pulls the reader along. The word count is approximate and based on the Russian text.