There are several ways to do this. The lazy way would be to get a nose lead. this can be found at your local petsmart. A nose lead prevents your dog from pulling since the lead snaps on to the side of the nose. If the dog attempts to pull it turn their head sideways. This prevents the dog from using it's weight to pull you along.
The second method I use If I don't want to get a nose lead is to pull right back on them. Some people find this way a bit meaner, but it honestly works. Basically determine how far away from you your dog can go, and make your leash that length. When your dog hits the end of the leash and you begin to feel presser, pull back hard. It has to be hard enough that your dog is weary of putting wait on the collar. Don't get into a nagging match where you are both pulling. when you are done pulling the dog should no longer be at the end of the leash. The key to this is consistency. Your dog will learn that putting pressure on his collar and pulling the human results in unpleasant things for him. They will stop pulling.

I'm working on this with my puppy too, and she's got husky in her, so she's good at pulling. What seems to be working is whenever she pulls we turn in a circle, in fact, whenever she goes ahead of me we turn in a circle. Sometimes we must travel four times the length of the driveway before we actually get to the street!

I've tried the nose lead NikkiR mentioned, but my dog keeps pawing at her nose until she pulls it off. It only works for really brisk walks that keep those front paws moving.

I'm a big fan of alternating between treats and being a post. We used a short lead (only 3 feet long) for loose leash walking when we were training it. Now, it doesn't matter the length of the lead or even if their is a lead. He has a reliable heel but we worked for that and it took a long time.

If he was where I wanted him to be, he got a treat. First, every step, then every 2-3 steps, then every 15 feet or so, then every couple of blocks. I didn't increase the distance between treats until he was good at shorter distances and the increase was gradual. Now, he gets about 3 treats in our usual morning mile and the third one is at home. If the leash was loose, making a neat curve from my wrist to his collar and his shoulder was aligned with my leg, I gave treats. If he was ahead but the leash was loose with my arm straight at my side, we kept walking. The second he hit the end of the leash and put enough pressure to draw my arm forward, I stopped dead. We simply go nowhere on a tight lead. If he doesn't immediately turn his head back to me to see what's up, I use the circling trick mentioned by [USER=114]@Marigold[/USER] or completely turn around with a cheerful, "this way," and let him catch back up with me.

If you like devices but don't want to try a head collar, I recommend an easy walk style harness or other harness with a leash attachment loop in front of the dog's chest. They make it hard for the dog to pull and easy to turn him to go in a circle.

If you want your dog to stop constantly sniffing around and pulling you with her you have to let them know at a young age that you won't tolerate it. Every time the dog tries, pull back.