It's often recommended not to do oblique work with added weight, because it can add width to the waist.
Also, I think to get the kind of bulgy six-pack some Oxygen cover models have, you have to do weighted ab work.
But as Laura says, a lot depends on genetics. Just as some people develop thicker muscle more easily than others (and might be seen as 'bulky'), some people would develop ab muscles more easily.
I use weights for ab work, but usually keep it at 4 or 6 pounds (sometimes 8 or 10). And I do much more 'core' work like planks than weighted crunches. If I notice any unwanted thickening, I'll cut back. But that's the great thing about resistance training: you can adapt it to fit your needs and desires, and if you think you're getting 'too big' somewhere, just reduce or omit the weights.