Most flies increase in weight as they increase in size. This is generally how it should be as you need more weight to sink a large water-resistant fly than a small slim one. However, there are times when you need to get a fly deep without increasing its size. Then it's a good idea to have flies that are the same size and shape but are available in various weights (eg, using wire or beads). These are hard, if not impossible to come by if you buy flies. Another reason for tying your own.