I use surgeon's knots. A double on any connections between materials that are 3X (.008) and larger and a triple on everything smaller.
I can tie a blood knot, but I just don't see the point. It has no advantages over the surgeon's knot that I can see..
This knot thing was one more place where learning stuff from that nincompoop George L. Herter screwed me up when I was but a pup and new at this stuff.
His big, definitive book recommended something called the Wolf Knot for connecting sections of a leader. So, I used it for the first few years I fly fished. It was just slightly better than useless and I hope Wolf (or whoever invented it) ended up in jail with George...
Here's the Wolf Knot:
http://www.pechetruite.com/Noeuds/Dropper-wolf%20knots.htm