in an effort to see how tight of a group i can shoot, i'll weigh everything. part of my philosophy on handloading is consistency/repeatability.
i've found hornady bullets to have quite an amazing spread of weights. for instance, i weighed 100 162 grain btsp interlocks in 7 mm and came up w/ an amazing variance in weight (up to 1.8 grains either way). i was amazed that they would group at all...but, not only did they group, they proved to be the most accurate bullet in my rifle.
as far as cases go, i've found winchester to be pretty consistent. just depends how high your standards are for how many cases will wind up culled. when i do development, every case weighs the same (right down to the .1 grain) - this eliminates at least 1 variable in loading... and the more variables you can control, the faster the development process goes.