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It ultimately comes down to a matter of personal preference. There are pros and cons to each approach (perceived 'ditchability', security, etc.), but the majority of divers end up with a system they feel most (physically) comfortable with. Determining what system to use is frequently a process of discovery and evolution. For example, I started with a belt, decided I didn't like it because I seemed to have to keep tightening it underwater. I switched to integrated weights when I purchased a Ranger BCD. Then, I found that diving a drysuit with a single AL80 required more weight than I could comfortably put in the weight pockets of my Ranger, so I tried a DUI Weight and Trim harness, which I didn't like. I ended up going to a SS backplate, and back to a weight belt (along with some girth management, which made the fit of the belt more secure). The simplest sequence is to start with a weight belt (keeping in mind there are different types, including a simple piece of webbing, rubber belts, as well as belts with compartments). If a belt works, stay with it. If not, consider an integrated system, or a combination of a belt and a BCD with trim weight pockets.im not sure what way to go when choosing weight system, any one got some views on this,many thanks