You can use many different training methods to build muscle. Pyramid sets, drop sets, straight sets, and wave loading are all very popular and can enable you to put on muscle. However many trainers choose to increase the weight they're lifting in every set -- a concept known as ramping -- which can be extremely effective for building muscle.
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Benefits of Adding Weight
The main benefit of adding weight, or "ramping." every set is that it enables you to warmup properly. Jumping straight into your heaviest set can be risky, as the muscles are not yet ready to lift heavy weights, and you may get injured. Strength coach and performance specialist Christian Thibaudeau believes that adding weight on each set is the best way to warm up the muscles and activate the central nervous system to get ready for heavy training without causing fatigue. It also gives you a chance to refine your technique on the lighter sets.
Cons of Adding Weight
The one risk of adding weight every set is that it is easy to get carried away on the lighter sets to try and increase the number of reps you do, which can lead to fatigue later on and prevent you from lifting the heaviest weights possible on your last set or two. When ramping, you only do one set with your heaviest weight. Since some people like doing lots of heavy sets with the same amount of weight, adding weight every set may not suit everyone's training style and goals.
Other Training Systems
Another popular training system is to lower the weight each set, starting with your heaviest weight and working down. While in theory this means that you can perform more reps with your heavy weight on the first set, it also means that you don't adequately warmup and can get injured. Straight sets are also popular, in which you stick to the same weight and same number of reps in every set. A program that utilizes this method is Charles Poliquin's German Volume Training, in which you do 10 sets of 10 reps with the same weight. This can be beneficial as each muscle group has a large volume of work to perform; on the other hand, it doesn't enable you to use particularly heavy weights.
The Best Option
Provided you're training hard on a sensible program, eating enough good quality food and consistently getting stronger, you will add muscle whether you choose to add weight every set, take weight off, or follow any other training system. Adding weight every set does seem to have great benefits for warming up the muscles and activating the nervous system, and should work very well for any trainee, provided you train with intensity and consistency.