The above responses will help with the actual leading but just as important is to get at the root of the problem, a lack of response to pressure. I am going through the same thing with my thoroughbred gelding, he usually follows good but if his mind wanders or he just doesn't feel like moving, he just stands there and all the tugging in the world doesn't do much good.
The best thing to do is to work on giving to pressure. Never pull straight forward, always pull off to the side, you will pull him off balance and he will move his feet to regain it. Movement of feet = high praise. I first tackled the issue yesterday (after sort of ignoring it for the few months I have had him) and it only took minutes to have him moving on light pressure.