
I show up with a floating line on my rod so when (if) the hatch starts I don't have to change lines and re-string my rod. To get the depth I need for effective nymph fishing I use a 12 foot 4X leader, and I add two or three feet of 5X material to that using a Double surgeon knot. For a nymph I use a wiggle nymph about 1 1/2 inches long (use a weighted fly or add split-shot if you aren't in Fly Fishing Only waters). I cast this out as far as I can, do a count of at least 10 (one thousand one, one thousand two ------ one thousand ten) and start my retrieve which consists of short easy strips. I keep this up and extend my count until I feel I have reached my maximum depth (or hooked bottom) and if no fish have hit I move to another spot. (moving to another spot may be only changing the angle of my cast while remaining in the same location)
When darkness falls and the hatching and rises start in earnest I cut off my 5X material, tie on a large Hex dry and fish the surface. All the while knowing, I'll be walking out using my flashlight. This may make the walk out a little more difficult but I'll be satisfied that I didn't leave before the fishing got good.
The tippet sizes I mention here will seem light to many people. It is because of my preference for lighter leaders and smaller than normal hooks for the Hex hatch. I use a size 10 wiggle nymph, and a size 10 extended body Green Drake. Both of these hooks are small for Hex imitations and the patterns depend on extended body material rather than hook length to properly imitate the insect. A lot of people use a size 6 extra long hook for the nymph and a size 6 or size 8 standard hook for the dry. These flies call for heavier leaders. The formula (I use) for matching your leader to your fly is - hook size divided by 4, plus 1, equals the X number for your leader.
In the case of my size 10 wiggle nymph - 10 divided by 4 equals two, plus 1 equals 3X and I only use a 5X. Why, well I think fly sinks a little quicker with the smaller leader and that I get more hook ups with light leaders in clam, still water. If I were fishing in moving water I would definitely use a heavier leader, but at a rating of 4.75 lbs. test I feel a 5X is adequate. For my dry 4X is still light, but it works for me. Like I said I like light leaders, I think they bring more hook ups (some would say more break offs).
For those of you who will use Size 6 or size 8 imitations - try heavier tippets. For a size 6 - 6 divided by 4 equals 1, plus 1 equals a 2X tippet. For a size 8 - 8 divided by 4 equals 2, plus 1 equals a 3X tippet. Remember this formula is a guide. If you aren't getting hook ups try a lighter leader, if you are loosing fish to break offs try a heavier leader. Vary your gear to address your needs it is part of the game.