I have been using a couple of leader formulas. I really like the Borger Uni-Leader formula for nymphing. It consists basically of >020(4ft), 013(1ft) and 2x(3-4ft),then the tippet of your choice. It turns over pretty well using Maxima for the first two sections, the 2x and tippet (4x-6x) is a soft mono or flouro. It keeps me from having to buy a butt load of spools. The newest dryfly leader I am using is a 4ft section of 20lb amnesia, a 2ft section of 15lb clear amnesia and then tapering down with 2ft of 2x, 1ft of 4x then a 2or 3 ft tippet. Ive only had the chance to use it a couple of times but its seems to be working well. My all time favorite dry fly leader is the Harvey formula...if you are thinking of tying that formula-definitely get the Umpqua kit you will need all those sizes. For my euro nymphing adventures Im pretty much going with Czech and Polish styles right now...so I have a 200 meter spool of Pline 4lb for that and a couple smaller spools for the 5x and 6x(flouroflex).
As an afterthought-I have been tying my own leaders exclusively for the last five years. I am not sure but I think Ive saved a lot of money as there are no more $1.99 leaders to buy anymore-its as much to do with the crazy cost of premade leaders as anything( at least initially). Now that I am thinking about leaders I think I have become a better fisherman because it causes you to "think through" the fishing situation.