Lots of people use braided loops as the link between the flyline and the leader, or flyline and backing. It results in an easy way to change leaders or flylines, as well as being just as strong, if not stronger, than the traditional nail knot or uni knot.
The material I use for the braided loop shown below is 30lb Cortland braided monofilament, commonly sold as running line for shooting heads. It is exactly the same material as the braided loops that are sold in two packs. Gudebrod also makes a good braided monofilament.
Now I am not forcing you to go out and buy 30m of braided monofilament - if you just want to start small, go and buy a pair of braided loops. The commercial variety are so long that you could easily make 2 of my braided loops out of one commercial loop. If you buy a spool of braided mono for use as running line for a shooting head, cut off a couple of metres and keep them for making these loops. It is very handy stuff to have laying around.
What you will need:
This is the easiest method that I know of to make braided loops. For 99% of the case, this easy method will be strong enough once you have attached it properly.
Once you have finished making the braided loop, click here for instructions on how to attach it to your flyline.
Instructions (click on the picture to see a larger view in a new window)