I'm assuming you are talking about mayfly patterns primarily.
The two most common are comparaduns (using deer or elk hair for the wings) and CDC (using CulDeCanard for the wings). Both styles are effective. For my money, the comparaduns float better and last longer...but that is just my experience. There are some lesser used material such as snowshoe hare fur and duck feathers that have natural oils that will help keep them bouyant, but are better for slow / flat water situations.
Here's 2 compara style ties...
http://www.theanglersnet.com/Fly-Tying-Videos/play_video.asp?section=6&VID=30
http://www.theanglersnet.com/Fly-Tying-Videos/play_video.asp?section=6&VID=167
They do some CDC ties here...
http://www.kwsu.org/Offers/FlyTying.aspx
A snowshoe hare example here...
http://www.midcurrent.com/video/clips/tl_trico.aspx
Snoop around each of those sites, and you'll get some more videos of different styles of hackleless dry flies.