Adding a tungsten cone head to your fly is the most effective way to increase the sink rate. The tapered head design is relatively snag free and offers little casting resistance. By using a brightly polished (gold, nickel, or copper plated) or painted cone head, you can add flash and attractiveness to your fly. If a subtle look is desired then black is the way to go.
The new Tungsten Conehead design features a hidden slot that lets the hook bend slip through easier. These are sold 10 per pack.