I don't think you would actually weigh it. You would put it in a container, then measure the pressure and knowing the density of the gas and the volume of the container you can deduce the mass.
If you want to actually weigh using a scale, then put it in a container, measure the total mass accurately and then subtract the mass of the container and the buoyancy due to the atmospheric pressure gradient. The remainder is the mass of the gas.
If you want to actually weigh using a scale, then put it in a container, measure the total mass accurately and then subtract the mass of the container and the buoyancy due to the atmospheric pressure gradient. The remainder is the mass of the gas.