I recently purchased an HMH fixture for tying them. It's a "universal" fixture, and can be used with any vise. There is the "starter" kit with the fixture and several pieces of tubing and "junction tubing" (to be used to hold the hook securely).
Its cost is just under $20 US.
They also offer a "deluxe" kit which contains the "starter" kit, plus some more tubing, and a video showing how to tie "convertible" flies, which is good information. This sells for roughly $44 US
These so-called "convertible" flies are neat - by dressing the hook in different fashions, you can convert the tube head into a number of useful options to enhance patterns.
Just picked up mine (I got the "deluxe" version for instructions), and will start tying 'em up!!
In fact, in a pinch you can even use cotton swabs for tubes - just make sure they have the hollow plastic handles, not the paper handles!!
Should be fun!