I can't comment on the tailpiece. That's still a mystery to most folks, and there is a lot more going on there than just weight. After-length, damping, flexibility of the cord, whew...
I can tell you that its weight DOES rather drastically affect tone, but it's probably not the first adjustment to make, and te other changes will affect what the ideal weight is.
PEGS: It is well-established with guitar that more mass in the head-area increases sustain and harmonics. However, this is mostly because a guitar neck is relatively thin & flexible, so the extra head-mass (like adding a brass plate) has a stiffening effect. Since a violin's neck is already quite stiff, I would think the effect of heavier pegs would be extremely small.
Chinrest: My strong opinion is that the difference between them, & even going without, is sonically insignificant, to the audience. I stand firmly behind this statement, though I am interested in what Michael says, above. I did a LOT of double-blind testing on this, via recordings of many violins & MANY chinrests, and was quite surprised at the results. However, different chinrests do seem to make quite a noticeable difference to the PLAYER. I assume this is because they affect the audible transmission into the jaw bone.
This is not insignificant, of course, since what you hear affects how you play.