There are a few knots that I use on a regular basis and think are worth learning. First to connect the leader to the fly line-the albright knot (many use a nail knot but I have had nail knots under heavy pressure from fish pull the coating off of the fly line). If you are going to use a loop to loop system I recommend the perfection loop. For tying leaders together and attaching tippet to the leader either the blood knot or the double surgeons knot. For attaching the fly to the tippet I use one of three knots depending one the type of hook and the type of application- improved clinch knot, Lefty's loop knot or the double turle knot.
Hope this helps.