Originally Posted by WarChild

I'll expand a little bit more on my reasoning.

You don't work out by doing the same exercises in the same routines over and over day in day out. You have to change things up. That includes adding things like super sets, triple sets, pyramid sets etc. To do those effeciently, you don't want to be changing your weights back and fourth in between sets.

For example a triple for chest might be 10 reps on a flat bench followed by 10 reps on an incline bench followed by 10 reps of flys on the flat bench with no, or very little, rest in between sets. To do that you need different sized weights for each exercise. Heavier for flat presses, slightly lighter for inclince benches and much lighter for the flies. If you had to stop and change the weights in between it'd be a pain in the ass IMHO.