You know what they say, the only dumb question is the one you don't ask. Do you mean from flyline to leader or from leader to tippet?
Typically, the leader butt is nail knotted to the fly line. Certain fly lines require special attention, like a loop.
(+) A loop allows one to swap the entire leader easily in the field. (-) It's much more obvious than a nail knot for those who care about that - I do on the flats.
(+) A nail knot is stealthy and works on most flylines. (-) It isn't as easy as swapping the whole leader and doesn't work well on all flylines.
The knot used to attach different pieces of line together to form a whole leader is the blood knot. You can also use a surgeon's knot for this purpose. These knots hold different diameter lines together so you can taper the leader from fat to skinny - the skinniest part on the 'business' end being the tippet.
It's good to know the blood knot so you can replace the tippet if it gets frayed or damaged, or if you hook a blue!
Someone recently posted a great link to a knot site... worth a search.