There are many knots, glues, and pieces of hardware that
will connect a leader to the fly line. The simplest and most effective
way I've found is with the Line Connector by Eagle Claw.
These plastic marvels resemble hollowed out footballs.
Using them couldn't be simpler. If you can tie your shoes,
you can use these.
Push the fly line through
one end and out the middle slot.
Tie an overhand knot
in it, trim off the excess and pull the knot into the middle of the connector.
Push the butt of the
leader through the connector's other end and out the middle slot.
Tie an overhand knot
in it, trim off the excess and pull the knot into the middle of the connector.