For starters you need to figure out where the weight needs to be in order to be trimmed out properly. If you can't sit in a horizontal position without moving then you need to move the weight. Also you need to know how much weight it takes to just sink with basicly an empty tank. A buddy can help you figure out where it needs to be. We go to a pool with soft weights and and hover in a horizontal position then have the buddy place the weights on our backs either high or low, depending on where they need to be.
Now once you know where and how much you can start putting them on. I have a 5lb P weight that I use on the plate and in a dry suit I use the halcyon weight pockets. They are as streamlined as you are going to get, I have used Abysmal's and OMS's pockets, both were the wrong shape and bulky. GI preaches a weightbelt under the harness for weight on the waist, which works great as long as you have the flat style weights. I hope this helps, but if you have more questions I will be glad to try and help.
Shane