Protecting your bankroll: When you lose a session or two at your regular limit, the chances of you playing well the next session go way down. Likewise the chance of you losing a big chunk of your bankroll on the next session goes way up. A good way to buffer yourself from this is to drop down limits every time you have a loss, win at that limit for a session and then go back up. You keep doing this if you keep losing.
So if you normally play $10/20 and lose, drop down to $5/10. If you lose again, drop down again. This is good for a number of reasons. Number one is that you don't have that catastrophic week takes you out of the big limit completely. (This is how good players lose. They get in a rut, for whatever reason, and spiral out-of-control and give it all back.)
Understanding essentials, tactics, and basic strategy for the bankroll management
Secondly, it is good because the lower limits are easier and it gives you a chance to sharpen your game and work out the errors for less cash. It makes sense because if you can't beat the lower limit, you shouldn't be playing in the larger one.
Trust me, this isn't easy to do, even if it does make sense. If you are used to winning and you take a hit or two, the urge is very strong to get back there and win the loss back. The problem is that when you are thinking like this, you won't be playing your A game. The drop down method makes you prove that you are playing well before you get back -- or that your run of crappy cards is over.