It depends on the feel that you are looking for. Generally wedges have a heavier swing weight since the shafts are shorter, the head needs to be heavier to get the shaft to flex properly (especially since wedge swings are not usually full swings). Personally, I like all of my clubs on the heavier side, so my swing weight progression is very small:
Driver through 9 iron: D5
PW, SW, and LW: D8