If there is any standard knot used to attach a fly to a leader or tippet it's the clinch knot. Probably the first knot any fly fisher learns, and for very good reasons. It can be tied in variations depending on the thickness of the material being used, it's fast, easy to learn and simple to tie. This knot is usually used to tie on small flies where minor strain is expected.
Uses: The Clinch knot provides one good method of securing fishing line to a hook, lure, or swivel. The "improved" version used here includes an extra tuck under the final turn. It is commonly used to fasten the leader to the fly. It is not recommended if you are using over 12lb test line.
Tying it: It is important to wind the loops as a neat spiral round the standing line. Hold the loops under your fingers as you wind the line on.
Advantages: The Improved Clinch knot is regarded as a fisherman's reliable standby. It is well worth the effort to make the extra final tuck as it improves your chances of holding a strong fish.