I have a 02 XC 700 Edge and the belt side clearance is right about at .020 which is the maximum they recommend. I was wondering if I would see any difference if I shim the spider and bring it closer to the .010. I am thinking about using some MTX weights and they said that it might bring it in some with the new weights. I'm kind of new to the clutching thing so I'm still learning.

.020 is pretty darn good.
I have tightened up to .010 and all it has done is make black marks on the primary just like there is slight misalignment.
The lowest I have gone is .016" clearance with no black marks.
Even though your secondary is locked in place with little side play, there is enough sideplay to make the primary look like it is exhibiting the clutches are at misalignment with less than .016".
On several clutches I've done, it was hard to make less than .020 as sometimes you could tighten a little more this time and the next time you would have to bounce the grunt tool to get it to move more.

My opinion is that if you have .020, that is great.

How come you want to use MTX weights instead of your "P" flyweights?

I was only thinking about using them because they say that with their unique heavy heel design and special weight profile that it provides much improved acceleration and top end speed. They also say that it allows the clutch to back shift very responsively, plus you can add weights to tune for different conditions or combinations. The sled is stock now except for the addition of a Team Performance secondary along with the almond/red primary spring that came with it and some 10/64 weights. I am also using 24/41 gears, all this has shown an improvement over stock but I am still looking for more. That was why I wanted to try the MTX weights.