From North American Fishing Club:

Pick The Right Weight For Texas Rigs That Rule

Bass sticks worship the Texas rig, and rightly so, but few give them the creative thought they deserve. As a result, most anglers miss out on a subtle way to make the rigs even more effective: matching weight material to the presentation and conditions.

Sure, a 1/4-ounce lead weight obviously tips the scale as much as a 1/4-ounce tungsten, steel or brass weight, but their size varies because each has a different density. Tungsten is densest (therefore the smallest at a given weight), followed by lead, then brass, then steel.

So in clear-water, tough-bite conditions, tungsten is the best choice for Texas rigging. In deep water, tungsten's ability to transmit vibrations is also a plus.

On the other end of the spectrum, brass is least dense and least sensitive, but it creates a lot of sound when used with beads. In muddy water, where baits need to move a lot of water to get noticed, bulky brass' low density gives your weight-lure combo a larger profile.

When conditions don't require finesse but call for feel, steel weights represent a great compromise, as their sensitivity lets you feel subtle bottom characteristics you can't feel with a lead sinker of the same weight.