I have experimented with the drop shot rig for the last year or so. Instead of using the actual drop shot weights, try using crimp on split shots. On the tag end, weight end of your line, tie a couple of over hand knots. Then, clamp on whatever weight you need above the knot below the hook. The knot will keep the weight from coming off. Also if you need more weight you just crimp on another.
A bonus to this is if the weight hangs up it will generally just pull off and you will save your hook.
Charlie