Probably the first two questions fishermen ask about fishing with nymphs are:
1. What depth should I fish?
2. Should I use any weight?
Nymphs should be fished along the bottom. This means, if your fishing with an indicator, the indicator should be set so that the distance from the indicator to the fly is equal or greater than the depth of the water. You would like the indicator to occasionally go under indicating that the fly is touching the bottom (a false strike). When fishing a swift current you may need to set the indicator somewhat deeper than the water your fishing since the current does not allow the fly to sink. Always make your cast above the run you're fishing to allow the fly to sink to the bottom before it gets to the fish.
I like to use weighted flies, soft weight or split shot when fishing swift or deep water. I usually start with the least amount of weight necessary to sink my fly and add weight until I get strikes. Placing the weight above the fly allows the weight to bounce along the bottom and the fly to float slightly higher and reduce the possibility of hanging the fly. I prefer the soft weight because it allows you to apply it to your line by rolling it between your fingers and decreasing the diameter around the line. This allows it to move more freely between the rocks and moss. The weight should be about six inches to a foot above the fly. If you buy your flies, ask if they are weighted. I usually use a weighted nymph along with the additional weight above it when fishing swift water.