The SILK CUT SHRIMP is one of my favorite flies for steelhead. I tie it with the purple squirrel tail veilings and ribbing that Gardener mentioned.
I have also found that an Ally's Shrimp with a body comprised of fl. cerise Krystal Flash with gold oval rib, red and yellow bucktail with cerise Krystal Flash, red squirrel body veilings, fl. hot pink G.P. tippet wing, and cerise and yellow hackle color with a fl. cerise head works fine in winter or spring water that has a bit of color in it when tied on #1/0 or #2/0 hooks. Be forewarned, this is a very bright fly.