[edit] So it's not about specific impulse, it's about impulse for a given volume of high pressure fuel tank?
I think the maneuvering system tested by some untethered NASA astronauts used high pressure nitrogen. Safe, reliable, won't freeze up, etc. System mass is dominated by the pressure tank, not its contents, so the better specific impulse from low-MW gas (helium?) doesn't buy much.
SF6 (very high MW) at room temperature is vapor over liquid at about 300 psi, limiting the rocket chamber pressure. For mass flows that aren't extremely small, you'd need a heat source.
Xenon critical temperature isn't far above room temperature, so vapor is exceptionally compressible. You might get a propellant mass greater than tank mass, but the high MW would be bad for specific impulse. And xenon is hella expensive.
High MW of xenon is good in ion thrusters, 'cause of high ratio of ion momentum / ion energy. Also easy to store, manage, and ionize.
