  Motivated by the rich geometry of conformal Riemannian manifolds and by the
recent development of geometries modeled on homogeneous spaces $G/P$ with $G$
semisimple and $P$ parabolic, Weyl structures and preferred connections are
introduced in this general framework. In particular, we extend the notions of
scales, closed and exact Weyl connections, and Rho--tensors, we characterize
the classes of such objects, and we use the results to give a new description
of the Cartan bundles and connections for all parabolic geometries.
