Most who use leaders are using a braided line which the fish can see. Most leaders are made of flourocarbon ( invisible under water). I normaly make my leader 3-4 ft long. Tie your leader to a small ball bearing swivel then tie it to your main line then tie lure on. The reason I do it this way is so that I can tie a Palomar knot on all 3 spots with knots.
I use a heavy braid up on erie for walleyes so I use a smaller fluro 20 lb test leader because of the low visibility of fluro line. I have used 20 lb suffix 832 for pond bass and have had very good luck fishing around brush without a leader. I either use a uni to uni knot or a blood knot to tie my leaders on. most of the time I use the uni to uni. I think it is a better knot and is simple to tie.
oh yea I have been using about a 7' leader in front of my diver but next year after doing some reading on here im going to try using about a 10' leader
I use a fluro leader with all of my braided line. I use a uni - uni knot and make sure the leader is long enough for the knot to go around the spool a few times. I feel that when line is moving the knot slides through the guides better. I use this setup on my spinning and baitcast reels.
I don't use leaders anymore, but as everyone has basically said, a leader is normally used to cut down on line visibility at the bait. People also use leader material for what is called a "shock leader." When using non to low stretch lines like braid, people will use a leader material that stretches (regular mono filament or fluorocarbon) to lessen the force of a hook set.
As many have said, back to back Uni knots make a great leader to main line connection. The knot is cylindrical and passes through guides pretty easily. There is one thing to remember when using a leader that is long enough to cause the knot to go through the guides while casting, though. The constant motion of the knot passing through the guides will eventually weaken the knot, so it's not a bad idea to tie on a new leader from time to time throughout the day.