All good advice above for general fishing.
Bear in mind the advice would vary depending on conditions though.
For example, if you're fishing in fast currents, not having to cast too far and weed is clogging up your mainline, use heavier mainline and ditch the leader altogether. This way you can retrieve your line, rig, lead and hopefully fish, without the weed on your leader knot jamming in the tip ring of your rod.
If you're fishing rough ground / going for big fish, go for a stronger knot (or knots actually) altogether. In such circumstances I use a spider hitch to create a loop in the mainline and then tie the leader on with a Yucatan knot. Both very easy to tie and much closer to 100% mainline strength.
Just my 2p