Because of the way they're priced, replacing individual sprockets only makes sense if you have one sprocket you ride all the time and have worn out while the rest of the cassette has plenty of life left. Then it's a matter of finding the part.

Once you're looking at replacing multiple sprockets, or if the cassette has a bit of wear on it, say half it's life, you might as well bite the bullet and replace it all. You'll be ahead in the end.

To get better value out of your cassettes, replace chains before they stretch too much, and use chainrings that allow you to spread most of your riding over two to four of the mid to outer sprockets balancing the wear, rather than just one or two. This is harder to do in flat areas than in more rolling terrain.