Although genome-wide association studies (GWAS) have identified thousands of disease-associated common SNPs, these SNPs generally do not implicate the underlying target genes, as most disease SNPs are regulatory. Many SNP-to-gene (S2G) linking strategies have been developed to link regulatory SNPs to the genes that they regulate in cis, but it is unclear how these strategies should be applied in the context of interpreting common disease risk variants. We developed a framework for evaluating and combining different S2G strategies to optimize their informativeness for common disease risk, leveraging polygenic analyses of disease heritability to define and estimate their precision and recall. We applied our framework to GWAS summary statistics for 63 diseases and complex traits (average N=314K), evaluating 50 S2G strategies. Our optimal combined S2G strategy (cS2G) included 7 constituent S2G strategies (Exon, Promoter, 2 fine-mapped cis-eQTL strategies, EpiMap enhancer-gene linking, Activity-By-Contact (ABC), and Cicero), and achieved a precision of 0.75 and a recall of 0.33, more than doubling the precision and/or recall of any individual strategy; this implies that 33% of SNP-heritability can be linked to causal genes with 75% confidence. We applied cS2G to fine-mapping results for 49 UK Biobank diseases/traits to predict 7,111 causal SNP-gene-disease triplets (with S2G-derived functional interpretation) with high confidence. Finally, we applied cS2G to genome-wide fine-mapping results for these traits (not restricted to GWAS loci) to rank genes by the heritability linked to each gene, providing an empirical assessment of disease omnigenicity; averaging across traits, we determined that the top 200 (1%) of ranked genes explained roughly half of the heritability linked to all genes. Our results highlight the benefits of our cS2G strategy in providing functional interpretation of GWAS findings; we anticipate that precision and recall will increase further under our framework as improved functional assays lead to improved S2G strategies.