Ankle weight advice please?

I've been doing a lot of pilates workouts recently and want to increase the difficulty. I want to buy some ankle weights and was wondering if anyone has any advice on what weight to buy.

I know it's different for every person, but I just want a general idea on how other people have found them. I especially don't want something too heavy that I can't even get any use out of.

I haven't used them before but I have been working out a while now so not a beginner. Thanks!