Drag them up faster on the last bit of the retrieve so they are easier to lift off to make an anchor, you just have to play around with them really and get a feel , personally I find them easier to cast... but I’m far from a perfect caster.
Don't try to haul them straight out of the water - that's a short cut to needing a new rod. Those of us who learnt to speycast with longer bellied lines will have learned the importance of the initial lift, but this can get lost if all you use is shooting heads. Keep the lift slow, and watch the line to see when you have lifted it as far as possible - and only then move to the next stage of the cast. You will quickly learn whether or not you can then go straight into your cast or whether you need an initial roll cast; this will depend not only on the sink rate of your line, but also other factors such a the speed of the water. But don't neglect the lift! Once you get them to the surface, they should be no more difficult to cast that floating heads.
Perhaps you may wish to consider the fact that it is extremely good practice to perform a roll cast to bring up the whole head and gear on the end of your line in the water prior to executing you cast. This does not need to be undertaken quickly because undertaking it quickly you run the risk of rushing the roll and there really is no need to. Quite the opposite in fact. I would suggest to you that you make the roll cast as smooth and progressive as you are able. An extremely good technique that very few anglers I have taught or observed seem to employ is to turn your head and watch your D loop develop and mature before progressing with delivery. This is also true with your Spey cast regardless of what type of Spey cast you choose to employ. I see people transfixed with looking at either the opposite bank or where they intend to deliver their fly or the sky or indeed anywhere else other than where the fundamentals of the Spey cast are produced which is in the D or V loop. If you spend about sixty quid and take a lesson with any half decent instructor and there are loads of them around they should be able to run you through routines so that these kind of techniques become second nature. They are not complex but they do make things work consistently.
They are no different to a floating line to cast at all, if anything they are easier to cast as they're thinner and a little denser(depending on sink rate)and will cut through wind much better!.
As said so far, you can't cast them when they're below the surface. It's this part that causes most people to have a wobble as they imagine it takes herculean strength to heave the line to the surface and a reet good old swipe to get it all back out into the distance once more!.
Nothings further from the truth!.
It helps no end if you think of your cast as starting from the minute your swing finish's.Once you've retrieved your running line to the rod tip, most intermediates will be close enough to the surface to cast as they are, a simple lift as normal will see the job done and like as not you'll easily double spey and possibly single spey too. Its only when the line is quicker sinking that it needs a simple downstream roll cast to bring it all up to the surface, then just cast as if its a floater.No probs.
Where every one go's wrong initially is they roll the line downstream ONTO the waters surface!-WRONG!-, you roll the line downstream yes, but parallel to the waters surface and NOT down onto it, roll it all up into the air, aim for a point somewhere below you and most of the time as soon as your flee pops back in the water, you are ready to go with the cast of your choice.
Don't heave and rive at the line, nice n steady(it weighs the same as a floater for your rod!), smooth but firm rod movements get the job done, you don't want excess power, keep the line under tension and it won't sink.Once you get practiced at it, it's possible to go into a cast while your line and flee are still in the air, that just makes every thing easier and you need far less physical effort all round!.
Even the fastest sinkers and tungsten tubes are easy to cast, its just technique and certainly not brute strength!.
I fish sinking lines more than floating lines and find them as easy to cast as any line. For me I don't like rolling the line onto the surface as it causes more disturbance and lets the fish know you are there. Casts should be as stealthy as possible, as Rennie says above a roll cast in mid air is good but its possible to simply do a single spey cast as you would with a floating line, the only difference is that it takes longer. Just spend more time on the lift allowing it to come to the surface (and it will) and then once you see the tip or leader just apply a single Spey. Most people try this too quick and can't get the line out the water. its really easy.