You can tie on dry fly hooks, I often do that rather than buying the same style hook with the wet/nymph version being made of heavier wire. For example I use a ton of scud hooks for nymphs and emergers. I use TMC 2487s (fine wire), instead of 2457's (heavy wire), that way I can tie both nymphs and emergers with the same hook. Also you can use smaller beads on the fine wire version of the hook.
The downside is that the dry won't sink as fast, but I just add a little lead weight, usually a couple wraps of lead wire when tying nymphs. One other thing, if you fish for real beast trout, like on the "D" River, or fish for steelies, those bad boys can straighten out a fine wire hook in a split second. But like I said, I do it all the time.