I bought one pack of Eco Pro Tungsten bullet weights and used them last year. I really recommend them. The smaller profile offered by tungsten really makes the presentation more realistic and less prone to hang up, especially when the weight is 3/8oz or greater.
I also really like that they're not lead for my health and the health of the ecosystems I fish. Let me address the 'con' of high cost by saying that when you're fishing these weights on heavy test line, you rarely break off and lose a weight. I still have the two weights that came in the one pack I bought, and I fished them regularly in the heaviest cover.
The advantages for me far outweight the costs.
Matt