Are you dryhopping with pellets or leaf hops? Don't bother bagging pellets; they dissolve quicker, eventually sink, and generally don't have a problem with full beer contact. Leaf hops on the other hand will float, for the majority. With a 3 oz. dryhop, only 50% or so will have contact with the beer.
I've heard of marbles, river rocks, nuts/bolts, and even spoons used. Be careful with what you use to weigh down the bag. For instance, it will prove quite difficult to remove something like spoons, which may get stuck sideways in the neck of a carboy. If you bag a bunch of marbles and tie the bag, the bulged bag will also be very difficult to remove.