This is the only knot I use. Flies swim much nicer with it, instead of the leader being attached directly to the eye to limit it's movement.
Start by making a loop in the line.
Slide that loop up the the hook eye of the fly.
Hold the loop and fly in your fingers. Wrap the thread three or four times away from the hook eye.
Run the thread back through your original cirlce loop.
Hold the loose end of your thread and the leader and pull away with the fly.