There are many different ways of adding weight to your body and they have their own pros and cons. I'll list what I've found to be best uses of different weight applications and hopefully others will have advice too.
Ankle weights: I find adding weights to the ankles to be best for hand stand work. If you're training planches or presses, ankle weights can be good for added difficulty.
Weighted vest: I like to use a weighted vest for jumping exercises. Unfortunately, my weighted vest wiggles around a lot during jumping exercises, does anyone know of a weighted vest that stays tight fitted even when jumping? Weighted vests can also be used for push up exercises.
Dipping belt: Dipping belts are great for pull ups. I have a weighted vest, weighted pants, and ankle weights, but the total weight of those is around 65 pounds when I can do pull ups closer to 100 pounds. I used to put weights in a back pack, but I found wearing a back pack puts the weight too far behind me making the pull up more unnatural. Dipping belts are a great way to get heavy weights and keep it more centered.
A note on rope climbing: A dipping belt will probably wiggle around too much for rope climbing. Ankle weights are fine to start with. However, when you get really strong, ankle weights (which are generally 10 pounds, and 20 at the heaviest I've seen) will be too easy. Using a combination of a weight vest or weight pants and ankle weights will work best for rope climbing.
Weighted belt? I read of weighted belts in another thread. Where can I get one and what are they good for?