Fishing a duo of a dry fly and a nymph is a great method for searching the water. The most popular methods, New Zealand and Dry-Dropper, both have some drawbacks.
My favourite approach is the Jig-Duo which uses a dry fly tied on a jig hook and the nymph tied to the eye of the dry fly. This method allows you to quickly change the depth of the nymph by tying the nymph on a different length of tippet. You can quickly change back and forth between different depths by keeping a couple of nymphs on different lengths of tippet wound on a foam rig holder. The method also allows you change between fishing a duo and just the dry fly without compromising the presentation of either method.
For more information check out the articles in the links below. The first two cover the jig duo method covered in the video and the third describes a dynamic variant of the rig that allows the nymph depth to be adjusted up and down without changing the link between the dry fly and nymph.