Another vote for Palomar. Brilliant knot.
The other thing about the Palomar is that as well as being easy to tie, its one of the most consistantly strong knots as well. There are stronger knots out there, some have even been shown to give 100% of a lines breaking strain, but the problem is that to get the maximum knot strength they need to be tied literally perfectly which simply does not happen out in the field. Any slight flaw or variation in the tying can have a big impact on the knot strength after.
Tie a Palomar 100 times and it will always be a very strong knot plus it can be used on literally every material...nylon, braid, fluro etc.
About the only downside is as Rob says, you need to get the line through the eye twice but again in practice thats very rarely if ever going to become an issue.