One of the most common sous vide difficulties that I get emails about is floating bags. A few things can cause a bag to float. The first is an imperfect seal—the air is trapped in there to begin with. (This is especially likely to happen if you are using the water displacement method to remove air from a zipper-lock bag, rather than an actual dedicated vacuum sealer.) With high temperatures or prolonged cooks, vapor can also form inside the bag as water is heated and evaporates, or as air bubbles trapped inside meat or vegetables escape. Bags can also float if the food you're cooking is less dense than water (think sous vide bacon with extra-fatty pieces).
With sous vide cooking, it's absolutely vital that your bags stay submerged and that trapped air bubbles are pushed to the top of the bag and away from the food. This is the only way to guarantee that your food is heating properly, which is important for both food safety and quality.
So how do you get a persistently floating bag to sink? Some people recommend sealing a heavy butter knife or spoon directly into the bag. This works, but it requires foresight; I can't always predict when a bag is going to float, and I don't want to have to open up a sealed bag to add a weight to it. Much easier is the method shown in this video.
All you've got to do is clamp a large binder clip on the bottom of the bag, then slip a heavy spoon into the mouth of the clip. The head of the spoon will keep it from falling out, and the weight should keep your food submerged. For especially stubborn bags, you can add a few spoons.
I keep a box of those binder clips with all my other sous vide gear. They're also great for clipping bags to the edge of your cooking container to keep things nice and tidy as they cook.