I made a few last year using either 2lb flurocarbon and normal mono..havent had the chance to make one with thread yet but mine from last year are still going strong. I like the fluro as you can make it a full floater, sinker or just a sink tip by either greasing/degreasing.
The mono float very high and lifts with little spray.
Fly Fishing Gear, Furled Leaders - MidCurrent
This helped me along with other sites, a quick google and you should find loads of info
I would suggest buying a bulk cheap spool of mono and practising as there are a few niggly bits but you will soon get the hang of it