Eagle Claw Leader Links work really well for connecting your fly line to your leader. I have used them for years, just bought another pack and changed my leader again. I would recommend them to everyone! Thank You!
The only thing better (or longer lasting) than leader links are the welded loops found on newer fly lines.
Replacing nail knots streamside can be downright bothersome. They need to be replaced seasonally. Plus they can hang up on the guides when landing a fish.
Braided loops are a pretty good option. They are durable and seem to go through the guides okay. I use them on my sinking lines -- but I secure them with two nail knots rather than the heat shrink connector.
But the leader link has so many advantages: Speedy replacing of leaders. Requires two simple overhand knots. They are very durable. No spray, hinging, or leader catching problems. And they slide through the guides without a hitch.