I use stainless steel square drive screws (round head with a stainless washer under the head to grab the cord).

Depending on the sash size about 1.5 inch should fit.

I drive the nails in perpendicular to the sash, through the knot itself, or at a slight downward angle so the knot won't slip off the nail. I know there is a special knot to attach the weight to the cord, but for inside the sash, I just use two overhand knots.

i am going to try the stainless screws. any particular reason for the square drive, brickeye? my problem with a finishing type nail is twofold: first, it seems like it would be easy for the rope to slip off and second, i find it hard to get a good angle to drive the nail since i am simultaneously pulling the sash just a little out from the jamb and keeping tension on the rope so the weight doesn't fall.

The angle of the nail should be upward (driven from below) so as to hook the rope, and force the weight of the sash and the counterweight to tighten against the nail not withdraw it. The nail should be a #4 box nail.
Screw threads will sever some of the rope's fibers and IMO that is to be avoided.
Casey

This is one of those old house jobs where two hands just aren't enough--too bad we only have that many as standard equipment. A really patient friend is always a nice addition if you can bribe them into it. :)

A tip I read for chains might help with ropes also: cut a small piece of plastic pipe to fit the hole, drill a hole in it to slip the cord through, then tie the knot. When you put the plastic piece into the hole, cut it so that the tension on the cord expands the ring so it won't be able to come out of the hole in the sash. Not tried it, but it sounds logical.

"any particular reason for the square drive"

Just my preferred type.

McFeely's has them in plenty of sizes and lengths.

In 30+ years I have never had a rope fail at the screw.