i've been using the little braided loops from orvis, that push on and tighten like a 'chinese finger puzzle'. *i like them because there are no knots, and they seem to get through the eyes of the rod with less hang up.
I use these too, with a bit of zap-a-gap. I like a 7 1/2 foot and 9 foot braided leader (also from orvis). They have a nice little loop on the end that makes it real handy for putting whatever size tippet I want on.