The choice of rod weight depends on a few things, 1. personal preference and skill, 2. size of the fly being cast, 3. fishing conditions, and 4. generally the least important, the species being targeted, however, this one can be critical is certain situations.
If you haven't figured it out yet, there are lots of differing opinions about pretty much everything related to fly fishing and some folks will disagree with these comments. But, here's my take on the question.
In no particular order:
4. When it comes to the target species, most rods wt's will cover a wide range of species. Obviously, if we're talking extremes in size such as comparing trophy class tarpon in the open ocean to fishing for bluegills in farm pond, the choice of rod wt becomes more important. But, you'll find that lighter rods can land big fish and heavier rods will land smaller fish. For most freshwater fishing situations in Texas, I think the other items below are more important.
3. Fishing conditions. I think this one is very important. Basically, “where and how do you plan to fish”? Heavier wt rods are easier for most people to cast in the wind and to cast longer distances. But, from your comment, I think the “where you fish” question may be more important for you. If you fish heavy timber situations, then a heavier ~9 wt type rod provides more leverage to quickly bring a fish to hand to avoid allowing the fish to get tangled in the brush to break off the line. I fish Texoma most of the time where timber is not an issue. I primarily use a 7 wt for bass and stripers on that lake because it is almost all open water style fishing. Fly size and wind usually keep me from fishing smaller wt rods on the lake. For smaller waters, I often use a 5 wt for bass and for ponds sometimes even a 3 wt (yes, the 3 wt has no problems landing a bass, but it doesn’t handle wind or large flies very well). Personally, I would decide where you plan to fish most often and then pick the rod wt for those conditions.
2. Fly Size. This one is very important. If you plan to cast very large flies, then get a larger rod wt. It is just not much fun casting large flies on a light wt rod all day. Casting a fly that is too heavy for the rod can make for a long, tiring day on the water. On the other end, too much rod for the fly size and target species is not as much fun as a lighter rod (i.e. catching Bluegills is a lot of fun with a 3 wt, but not as much fun with an 8 wt.)
1. Personal preference and skill level – Rod answers that get posted on public forums often focus primarily on the responder’s personal preference. But, keep in might that the person answering the question may be fishing in very different conditions than you plan to fish. You’ll also find that people vary in how they like to fish. Some folks never fish anything greater than a 4 wt while other people like to fish very large flies and never cast anything less than an 8 wt. As a general comment, the “middle of the pack” rods, the 5 wt to 8 wt range rods, tend to be more versatile and easier to learn to cast and fish for someone just getting started fly fishing.
Good luck and have fun rod shopping!
Fly Fishers International certified casting instructor