Over the years, I'm pretty good at guessing when a plane is going to need weight as I study the instructions beforehand. Just by looking at where the landing gear is and much airplane is ahead of it and how much is behind it, I get a pretty good gut feeling about whether or not I'll need weight.
My favorite type of weight of all time is Walther's, used for weighting model railroad cars. I like it because it comes with adhesive backing so you can just stick it to the inside surface - and I haven't had any fall off yet. When possible, I'll put them either immediately forward or immediately aft of the nosegear on the lowest inside surface - that way, there's no place for them TO fall! The supply I have is in 1/4 oz increments. They work great in 1/48 scale models and in some 1/72 as well (remember, as Derek said, it just has to be ahead of the main gear, not necesarily in the nose).
In less accomodating spaces, I use fishing sinkers held with either putty or blu-tak as the mood strikes.
Sometimes in 1/72 though there really is no room - I've done a 1/72 T-34 and A-37 which are tiny planes, no room for weight, and tail sitters. These I CA'd to a piece of sheet stryene I spray painted gray to resemble the ramp. I simulated lines with a black roller ball pen and straight edge. That's enough to make them sit right! :)