Improved Blood Knot
I like tying my own leaders because you can customize them for different situations. And, of course, to make them you need to know how to tie the blood knot. Blood knots have an 85% knot strength which is not that great, but since you are going downhill, so to speak, with the diameter of the monofilament ever decreasing the breaking strength is not important until you reach the final and smallest piece. This is when the improved blood knot is important to use. Also useful when you are extending your leader after tying on many flies.
Our friend George Anderson does a great job of showing how this is done. Be sure to practice this at home before using it on the stream as it takes a bit of manual dexterity.