To join the leader to a fly line, I use a simple overhand knot which is snugged down into a loop tied in the thick end of the leader. Most tapered leaders come with a ready prepared loop. I have posted a couple of diagrams in the gallery (Fly line to leader knot) to show how the knot is constructed. It is so elegantly simple it is ridiculous!
(A) is the one I use, (B) is more bulky and although the extra tuck gives you confidence, it is totally unnecessary ? I know, as I've tried both for evaluation purposes.
In action, the knot (A) has NEVER failed me and I have used it for 40 years or more. This February in New Zealand it was tested plenty of times. I had hooks that straightened out on fighting brown and rainbow trout, but this knot always held.
A minor drawback is that you loose a centimetre of fly line when you completely replace the leader. In practice, the thick end of a tapered nylon leader where it joins the fly line hardly ever gets replaced. It will see me through a whole season (perhaps more) as it is only the tippet and perhaps a middle section that get replaced regularly.
One more possible problem is leaving too much of a "tail" on the fly line which can catch and hang-up the rest of the leader in casting. However, if the fly line is trimmed very close to the nylon loop, this problem is avoided. It is surprising how close the fly line can be trimmed as the nylon loop beds into the plastic coating on the fly line and becomes completely immovable.
No glue, no foreign objects, no bulk, takes just seconds to tie. When I was shown this method, I reckon it was the best fly fishing tip I ever received and I am pleased to pass it on.
I have also posted a picture of an actual knot in a 6 weight forward taper line.