The internet tells me "regular" mayo is thinner and contains less egg yolk than heavy duty mayo, and extra-heavy duty takes that even further. Supposedly serious foodies use the regular stuff as a spread (because it's thinner and easier to apply), while the two other varieties are superior as binding agents for stuff like tuna , egg salad, potato salad, etc. Extra-heavy is the best choice for use in creamy dressings and for browning meat.
I feel vaguely disappointed that Alton Brown never told me all this with props while dressed in a silly costume.