A popular way to weight stock these days is to use a product such as 'Liquid Lead' - very, very small balls of lead that are available from a variety of suppliers. Although the little air gaps inherent in such a system inevitably means that maximum weight won't be achieved, it's still a very attractive technique - if nothing else it's valuable for filling those nooks and crannies where it's difficult to fit solid lumps of metal.
When fixing liquid lead in place in stock such as the Lima PGA wagons shown above I use a 50/50 mix of Resin-W glue and water, applied with an eye-dropper until everything looks like a bowl of Weetabix swamped in milk. Those nearest the camera show what I'm aiming for, whilst those toward the rear are dry and ready to have the couplings added.
Liquid lead is wonderful stuff, but it's filthy and gets everywhere. When trying to work out how much extra weight to add to a loco a selection of pre-loaded little bags (the one shown weighs 100g) is useful. It's a lot easier if you can plonk weights onto the vehicle concerned when it's struggling up the grade on the layout and see how much is needed for it to find it's feet. Putting the weight into bags also means they mould themselves to the roof and don't slide off, but if they don't stay put you can always add a piece of masking tape.
Another method of weighting is to use self-adhesive window leading, sold on a roll by various D.I.Y. stores. It's quick and clean, but above all has the advantage of being flexible. This is a major plus point when stuck to a floor that has to be bent to be inserted into the body. I've got a number of items of rolling stock with loose weights rattling around inside, a consequence of the stress put on the glued joints when bending the floors, but I've never had that happen with the self-adhesive strips.
I use other weighting methods where appropriate (I prefer 'liquid lead' in locos) but for a lot of US stock, as well as British coaches and multiple units, I've yet to find anything to beat this strip for sheer convenience.