When you are the appellant, you always have the burden of persuasion in seeking a reversal. Even on a de novo review, you are starting at least a step behind, psychologically.
A reply brief may be the last word and the last chance at persuasion in the appeal if, as increasingly occurs, no oral argument is granted. It certainly is the last word while initial conclusions are being developed by the judges before they hear oral argument, and the literature suggests it is the rare occasion that oral argument changes those initial conclusions.
So never pass up a chance to file a reply brief. Not only will it give you the last word at the briefing stage; it will force you to focus on the true core issues in the appeal and determine your best arguments on those issues for any oral argument that may be held. Here are a few tips on how to nail the reply.