I have an issue with nagging, especially in the walk. It is very hard for my horse to collect his big walk so we either end up in a nag war because he is so slow, or I get some really nice half steps, and no walk. Always, always remember, ask, tell, demand. I know it's really basic but it's like the best thing out there. And if an aid system isn't working after 3 attempts, it's not because it's a bad system, it's because the horse doesn't understand it.
In the walk, the best thing I can use for an aid is the half halt - Robert Dover style, and then a release to stretch the neck after (broomstick reins). If I'm not getting the activation in the collection for the walk after this, for the tell stage I use a fluttering leg and a strong seat to really emphasize the upstep of the hind legs and finally, for the demand I rest the lash of my whip on his croup and really work through with my seat to get the activity and engagement I want. All of these aids of course have a release after - this is very important for keeping any gait forward.
Any time you feel your leg is nagging and on, or you see it in the mirror, immediately draw it away from the horse and "reset" it with the heels down. If your leg is on all the time it becomes to the horse like the girth and they'll stop listening to it.