Probably lots of strong opinions on this one. If the line has a factory loop, I use it. Some cut them off. If not, I usually nail knot on a few inches of Amnesia with a perfection loop for a deeper sinker; if it's a floater I'll use 15-20lb. Maxima. Sometimes I'll have the fly shop weld on a loop if they can do it; it's about 50/50 I've found and depends on the line. Some people take a lot of time and braid their own loops. Even though I've never had a connection fail, I don't know the best system. What's yours?