Depends on purpose. If you're a benchrest shooter, you'll probably want to be +/- 1gr from the average weight.
For me: as long as it's all the same headstamp, that generally covers it. My 7mm RemMag brass was between 235 and 245 grains with 2 pieces at low 220's and one at 265+. Those 3 pieces got tossed in the trash because they were statistical outliers.