On the Ultegra 9-speed cassettes, the top 3 or so cogs are attached as a unit on an Alu spider. I don't wear out these, but the mid-range cogs in the 15-19 range. So I buy Ebay cassettes (Sunshine, ZTTO, ZRACE etc.) and just replace the worn 6 cogs like for like. The largest Ultegra (or Dura-Ace or XTR) cogs, which constitute the weight savings, are kept.