I disagree with adding the smallest weights available to you. Well, unless you are happy with slow progression that is. If you can add more weight safely, then do it. SL is based around working from the bar weight and slowly adding weight. Mehdi is a marketeer, he isn't as clued up as others who have spent time in competitive lifting, like Mark Rippetoe. His program is excellent.
Mehdi preaches to people to start from the beginning, even if they have lifted before. Its slow progress, and I gave up and just added weight I was comfortable with. Squats I can slam the weight on, but others like OHP is where I am careful about adding a lot of weight. Basically the bigger the muscle group, the more weight you can add. I might add 2.5kg to my OHP each session, but I can add 5kg to my squat, and was adding 10kg in my early days.
Adding weight too fast can kill the whole program and also lead to injuries because the ligaments and tendons aren't ready for the weight you're about to use yet. Think about this carefully before advising stuff like this.
It's a dozen times better to progress gradually for many months than to make a couple of large jumps - stall and bring all progress to a halt.
Also if you have an approach like "do it if you can handle it" your form will become extra-ordinarily terrible. I can guarantee you that. The small increments are there to slowly build up muscle and might while keeping form in check. If you sacrifice form for poundages you will sooner or later pay the price
