There are many techniques used to make trickdice or loaded dice. Each of them will slightly affect the way the dice looks and feels, which can theoretically get you caught. The best solution is to combine two of the easiest techniques. That way, neither has to be obvious to have the desired effect.
Consider buying trick dice. The most convincing trick dice are the ones that are professionally manufactured. It is very hard to make your own trick dice that will stand up to a close inspection.
Buy a set of plastic dice. They should be ordinary white dice with black pips and squared sides. You will need at least 5 dice, but having 6 or more is preferable. That way, you will have some back ups in case your early experiments in modifying dice go wrong.
Figure out the melting point of your dice. Put one die in the oven at about 200 degrees and wait for 15 minutes before removing it. Look at it. If it is not noticeably deformed, put it back in and turn the temperature up about 15 degrees. Note the temperature at which the die really starts to melt. That
Melt one die just a bit. Put it in the oven at about 200 degrees with the side you want to land down on the bottom.
Melt the dice slightly. Subtract about 15 degrees from the temperature you got in the previous step and put both dice in the way you want them to land. Take it out after about 10 minutes. It should deform enough to effect the role, but not enough to look suspicious. Because the plastic will pool slightly to the bottom, it will be much more likely to land with that side down.
For the second alteration of the dice, use a jeweler's or fingernail file to sand down the corners bordering the number you want to land up. This will slightly decrease the mass on that side and decrease the surface area as well, making it much less likely to land face down. Between these two techniques, you should now have some seriously loaded dice.
Rotate your loaded and honest dice when playing. After a streak with the loaded dice, covertly switch in the honest dice. This will stop people from getting too suspicious.