Are you talking about buying balanced holders or balancing each tool assembly individually in a tool balancing machine? You need to be careful when buying balanced holders. Some holders you buy, come with a balancing certificate where they were, supposedly, balanced at the factory. Also remember that the "G" tolerancing scale for balance, is very old. It was developed back in the '40s. Most of the balancing that is discussed for tooling, when it comes to G2.5@20,000 RPM, or G1.0@xxxRPM, is mostly smoke and mirrors. A balancing tolerance of G2.5 is for machine spindles. Really, anything within G6.3 is fine for a tool assembly. I do agree though that the better the balance, the better a tool will run.
When tool holders are balanced at the factory, they are balanced without the nut installed (in the case of a collet chuck). So when you install a tool and put the nut on, the balance has changed dramatically. The real way to check balance is by measuring the gram/millimeters of imbalance that is present. Which a good tool balancing machine will allow you to do. You can buy holders with balancing screws that allow you to balance an entire tool assembly on a balancing machine. See link below for an example of holders with balancing screws.