I tie my green weenies with lead wrapped around the shank for weight. *i also tie a few with no weight in case the fish are holding a little higher in the column. *Normally, yes you need to get the fly down deeper for the bigger fish. *You can put a split shot about 12" above the fly or use a weighted fly. *
I prefer not to use a strike indicator. *I use a elk hair caddis with the nymph dropped off of that about 18". *The caddis is my strike indicator. *once you get really good you wont even need this and you'll just 'know' that a fish is on. *
Finally, it is always better to set the hook even if your not sure if it's a rock or a fish. * If you aren't loosing nymphs during the day due to hang ups on the bottom rocks or because you set the hook and it flew into a tree then you aint fishing right!
By the way, i fished almost every weekend in the Smokies for a year before I started to consistantly catch fish. Even now, when i get the chance to fish :-/, I will catch a bunch but they aren't always very big. i've always told myself, true or not, that a 10" fish from the Smokies is just as hard to catch as a monster from a river out west. You also need to get away from the main river where everyone else fishes. Don't even think about wetting a line until you are a mile away from the road up some deserted looking trail with a stream beside it. If you'll hike 30 minutes, then the fishing will improve exponentially.