There are many opinions about this, but I'll share what I was taught and it holds true most of the time. I never weight a fly because I don't know ahead of time where I'll be fishing, how deep, fast or slow, etc. the water will be where I'm fishing. For instance, a period without rain will lower water and less or no weight may be needed. You can put weight on, but you can't take it off. I use a tuck cast and as few tin shot as I need to get the fly down in the rocks. That's not to say weighting a nymph is wrong--it's just what I was taught. If I know where I'm going to fish and that the water there is fast and deep I'll add some weight to the fly. But, like the others say, in doing so it changes the appearance of the fly too much in many cases. You can tie some with and without weight and use different color thread for the head to indicate which fly is weighted. Everyone eventually develops their own style and whatever works for you is the way to go. Good fishing!