I have the same scale and we have a expensive reloading one at the shop and the cheap one weighs in the same every time as the expensive RCBS at the shop. I have also noticed differences like this with some heads. Slick Tricks all seemed to be dead nuts on though. PDP brand field and glue in points all seem dead on too which is why I shoot these and the gold tip glue ins when I can. I haven't weighed my rage slip cams yet but plan to soon.

Sometimes the different weight heads could be useful though especially when using a lower grade arrow shaft that has 2-3 grain tolerance differences. Pair up the right head w/ the right shaft and then you have all arrows within 1 grain of eachother.

Edit - If you want to test accuracy of your scale a nickel almost always weighs exactly 5 grams. Make sure to switch it to grams though.....