Re: one wt over another
On the less expensive rods and GLASS for sure, there really isn't much difference in say a 4 or 5.
On the upper end rods I think there is a big difference because more detail is put into the taper.
I started off collecting evens, so 2wt, 4wt, 6wt, and 8wt. but I found I need a 3wt. and a 5wt. 5 more for rivers that I know there are 20" fish. I could land them with a 4wt and for that matter a 2wt, but I C&R and therefore I prefer to get them in fast and release, less strain on the fish.
Then there is what Cliff said. The size of fly. I certainly would want to be casting a 6X tippet with a #30 fly on a 6wt. 5wt is questionable and a 4wt and smaller makes sense. You can feel more with a light weight rod.
Flex is another big issue. If you have a 6 wt very slow action rod like Glass or Bamboo, you might want a 5wt line to speed it up a bit. If it is a very fast rod, you might want a 7wt to slow it down.
Again, on the less expensive rods, I don't believe there is a big difference in fact they might even be rated as a 4/5 for example.