Orvis (?) makes a loop connector system sinking tip that you add on to your fly line between the line and the leader. It comes 2 per package, each a different sink rate. I have only used the Orvis tips for shad fishing a few times, but they worked quite well for me. Rio makes a similar product. I couldn't find a link to the Orvis product, but the Rio product is described here:
Fly Lines, Fly Leaders, and Fly Fishing Accessories - Rio Freshwater VersiLeaders
or available here (no minimum order, no shippling/handling charge):
Little River Outfitters :: Leaders/Tippet :: Leaders :: Rio Powerflex Core Sinking Leaders 7' for Trout 1pk
I used full sinking line one day on salt water with a guide and I have to say, for a relative casting newbie (me) picking up the line for a cast was a bear. I didn't have that problem with the sinking tip.