Split shot sinkers are very useful when fishing light in streams or estuaries. Many anglers also use them when float fishing to balance their floats and hold the bait down where the fish are. Split shot sinkers have a 'split' in one side that you fit your line into; and then you squeeze the sinker with pliers, closing the split around your line to fix the sinker in that position.
The sizes are small enough that you attach or remove several split shot sinkers to achieve the perfect weight for the depth the fish are biting at, or maintain the perfect weight as conditions change i.e. if the current gets stronger you'll need to add more weight to fish the same location.