For the most part you need to consider what your planning on using the linen for before you select a weight. With linen the the higher the weight the thicker and heavier the material. It is typically measured by weight per yard so 2.5 weight would mean one yard will weigh in at 2.5 oz., 6.5 will weigh in at 6.5 oz per yard.
The reason 2.5oz linen cost more is it's a lighter, finer thread, harder to make, and intended for fancy delicate projects. 6.5oz is a heavier, tougher material and would be better suited for something like a medium to hard wearing shirt.
When buying linen 100% linen does tend to be more expansive but well worth it. If at all possible try to avoid linen blends or linen "look" fabrics. Most blends will either be some combination of linen/cotton, linen/rayon or linen/polyester. Most linen "look" fabrics won't even contain linen.
I HIGHLY recommend that before you make anything out of linen you wash it, before you start cutting it. Two reasons for doing that are to remove the "sizing" (some chemical they put in it) and to pre-shrink the fabric. Before you wash it, it's highly recommended that you either serge the cut ends if you have a serger or do a overcast or zig zag stitch. This will keep the cut ends of the fabric from raveling and linen loves to ravel when washed.
You didn't mention were you were planning on buying your linen from so I will reccomend you give
fabric-store.com a look. They have a lot of linen to choose from and can get samples vary cheep if not free. I tend to order a lot from them and they are real nice to work with. Also if you do order from them use the cupon code "ilovelinen" when you check out for a 7% savings on your order. Also if your not sure what weight of linen to use just give them a call, they should be able to help.
Good day, and good luck,
Frost