Tim Flagler demonstrates how to tie a perfection loop. This a great knot for creating a loop for attaching a leader to a fly line in a loop-to-loop connection.
It also works well for attaching larger flies to your tippet where the loop created allows better movement of the fly. An alternate knot for attaching larger flies that does the same thing is the non-slip loop knot.
As will all knots, practice this one at home a dozen or so times so you are not (pun intended) trying to figure it out on the water.