This study investigates the approach of direction-dependent selection of Head-Related Transfer Functions (HRTFs) and its impact on sound localization accuracy. For applications such as virtual reality (VR) and teleconferencing, obtaining individualized HRTFs can be beneficial yet challenging, the objective of this work is therefore to assess whether incorporating HRTFs in a direction-dependent manner could improve localization precision without the need to obtain individualized HRTFs. A localization experiment conducted with a VR headset assessed localization errors, comparing an overall best HRTF from a set, against selecting the best HRTF based on average performance in each direction. The results demonstrate a substantial improvement in elevation localization error with the method motivated by direction-dependent HRTF selection, while revealing insignificant differences in azimuth errors.