I fish both weights and jigs. If you fish tungsten gives you an immediate advantage. It's unbelievably sensitive, it's smaller in size, and the density makes it louder when hitting rocks and hard bottom.
Tie on two carolina rigs. Have one rigged witha 3/4oz lead weight, and one with a 3/4oz tungsten weight.
Hit a point with the lead, then go over it with the tungsten. The difference is massive, and you will feel so much more down there. When tungsten hits bottom, you feel it, so if there a 1ft drop, you feel it, if it's a 5ft drop, you feel it. You can desifer rocks from stumps from brushpiles. It's truly awesome.
As far as the jigs go, the real difference I feel is when I use a big jig in summer. What I do is tie on a 1/2oz tungsten jig, add a big zoom super chunk trailer, and throw it where I would throw a c-rig. Only difference is, I drag a c-rig, with the jig, I tighten my line, lower my rod, and shoot the jig off the bottom with a sharp snap upward. This triggers massive reaction strikes and the tungsten allows you to explore the bottom better than leadheads.
Work a jig in 35ft of water, then work a tungsten jig. You will feel a difference.
Hawgin mentioned the Tru-Tungsten Ikey Heads. Those things are great. Once again, the tungsten allows you to feel around alot better, but what I really like about them is the bend in the hook. It really helps to keep the worm up. My favorite TT Ikey Head is the 1/8oz Ball Buster.