The minimum-weight set cover problem is widely known to be O(log n)-approximable, with no improvement possible in the general case. We take the approach of exploiting problem structure to achieve better results, by providing a geometry-inspired algorithm whose approximation guarantee depends solely on an instance-specific combinatorial property known as shallow cell complexity (SCC). Roughly speaking, a set cover instance has low SCC if any column-induced submatrix of the corresponding element-set incidence matrix has few distinct rows. By adapting and improving Varadarajan's recent quasi-uniform random sampling method for weighted geometric covering problems, we obtain strong approximation algorithms for a structurally rich class of weighted covering problems with low SCC. We also show how to derandomize our algorithm. Our main result has several immediate consequences. Among them, we settle an open question of Chakrabarty et al.  by showing that weighted instances of the capacitated covering problem with underlying network structure have O(1)-approximations. Additionally, our improvements to Varadarajan's sampling framework yield several new results for weighted geometric set cover, hitting set, and dominating set problems. In particular, for weighted covering problems exhibiting linear (or near-linear) union complexity, we obtain approximability results agreeing with those known for the unweighted case. For example, we obtain a constant approximation for the weighted disk cover problem, improving upon the 2O(log* n)-approximation known prior to our work and matching the O(1)-approximation known for the unweighted variant.