@Mor - Weather balloons are made to be tracked down and reused, more like a hot air balloon than a helium balloon, so that's why they don't get seen all that often. They go up so high I imagine you couldn't really see them when they are at the apex of their flight. And people who live near the launch points are probably used to them.
They do go very very high. I've heard of students who have attached digital cameras to weather balloons and managed to get them high enough to take a picture of the curve of the earth.
I've always wanted to try doing that myself. I've heard that all the plans for doing it are online and that it doesn't even cost that much but I've never got around to doing it.