Depends on the accuracy you need or if you are building something from scratch then having a set makes testing linearity really easy.
I brought this set of calibration weights a year or so back for about $20. Interestingly they compare very well with the two 50g weights that came with my 100g cheap and cheerful scale I brought 7 or 8 years ago. No reason the cheap cal weights on evilbay won't be close and you can always cross check them against one known which I did initially with my set. I have used these smaller sets to check the larger digital scales I use for coffee roasting by filling small cups to a known 100g against them. Uncertainty
but a lot better than I need in particular when I cook