Getting your fly down deep can be done in several different ways. Weight and/or line density is one way - presentation techniques and good mending skills are another, but for now, I'll focus a third, relatively important aspect of fishing deep - namely the leader (which you may or may not have grasped from the title and header :-).
Because - a leader is always inportant in using the full potential and resource your flyline is. A proper leader for any line will allow it to perform at its best. And if I could get away with it, I'd probably never fish a leader shorter than say 12', but in most cases, a long leader is counter productive in getting the fly down deep (unless we're talking nymphing and/or specialty slack line presentations, but that's for next Saturday). The longer the leader, the more it'll hang behind (or rather above) the sinking line as it sinks.
In still water, this isn't much of a problem, and even on fast sinking lines and shooting heads, I don't mind using a 9' or 12' leader on a sinking line. The fly and leader will still lag a little behind the line, but it's not really a problem. And if you've never tried casting a fast sinker with the stability a long leader offers, you're in for a treat. I simply use the same leaders I do for floaters and intermediate (with any appropriate changes relating to fly size etc, of course).
In moving water (ie. rivers) it's a different deal. The current can really prevent the fly from sinking, if the leader's too long. And the smaller/narrower the river, the more this is emphasised as you want the fly to sink as quickly as possible to fish the opposite bank. Weighting a fly is often a good idea, and most of my flies for rivers (be it for trout, sea trout or salmon) are weighted to some degree - some just a little, some quite a lot. And of course, a (heavily) weighted fly and a floating line with a longish leader can be a fantastic combination on rivers combined with some fancy presentation casting.
However, I'm trying get at the leaders I use for swinging flies deep down in currents. Many simply use a straight piece of mono, say 0,35mm or 0,40mm anywhere between 1 and 3 feet and get it done. That works and works best on lighter lines (as in lines for single handed flyrods). But on fast sinking, high density lines for double handers, this simply isn't enough and will result in some horrible presentations.
Both RIO and S.A. make specialty 6' mono tapered leaders, specifically for sinking lines, and in all simplicity, these are the dog's bollocks! I use them in the tippet diameter I want and simply loop-to-loop it to the line and start fishing. As I wear down the level tippet to where the taper begins, I make a Perfection Loop in the tapered leader, and loop-to-loop a tippet on to that with another Perfection Loop. That way I avoid the leader getting too long, and with the loops, I prolong the life of the leader. I go throgh maybe 2-4 leaders for my 13' DH-rod during a season using them this way.
These leaders allow for a little better presention on the heavy, high density shootiong heads I most often use in DK for salmon and sea trout, and they offer enough resistance in the water to make spey casts - and the latter is one very important reason why I use them.
I also use them on my single hand rod sinkiing lines, but of course in correspongly smaller tippet diameters.
They turn over heavy, bulky flies with ease and give me a leader length that suits the sinking lines, and they last me a fairly long time. Sure, they cost a little (in DK, around 50 DKK - around 5-6 GBP), and that's OK considering I use maybe 5 in total during a season.
Have a great weekend!
(edit 9pm: Sorrt for the 487 typos - I think I nuked them all :-).