Some people remove the butt plate on the stock, drill a hole and add lead shot, epoxying it in helps to keep it from rattling around. If your really anal, you can weight the wood chips that come out and weight the lead that you put in to see just exactly how much your adding. Be real careful not to drill through the side or bottom of your stock when you do this! If your unsure how much to add, drill a small hole and add weight then check the balance and go shoot. If you think it needs more then drill another hole and add more. You can often get an idea how much to add by balancing the gun on a pencil under the receiver and add a bit of weight to the stock until you see the balance point move. To get lead shot, just cut open a shell or two, it's the quickest and easiest way!
Plastic stocks often have cavities in them that you can glue weight into.