The Zebra Midge has been around a long time because it consistently fools trout.

They are fast and cheap to tie.  I tend to use #18 but they normally range in #16 to #22.  These are money on the Little Truckee.  Put this on a tag with a larger nymph below to get it down or use it as a dropper off of a dry.  I never fish with out these simple and effective flys.

Check out the video from TightLine Productions on how to tie your own.