Like everyone is saying, it totally depends on your style. When fly fishing, I personally always use a tapered leader, which varies in length (6-12ft.) depending on if I'm tossing heavier streamers (shorter leader) or the tiniest of dry flies or nymphs (longer leader for finicky fish). A tapered leader essentially helps to transfer the energy from the heavy fly line down through to the tippet and ultimately helps to turn over the fly when casting. That being said, my go-to leader/tippet length is 9ft for most occasions.
I use an albright knot tied to the end of the fly line that connects a heavy piece of mono of about 3 inches. At the end of that thick mono is a perfection loop. This perfection loop is used to connect the leader (also ending in a perfection loop) using a loop to loop connection. For the leader itself, I personally use knotted leaders that step down from a heavier diameter mono, in varing lengths and diameters down to possibly a 0x, to which I tie on tippet material. I connect the segments of mono using blood knots. This takes some time to get used to but as you do it more and more, it gets faster and faster and I'd like to think it saves some cash. The small spools of varying diameter mono are quite cheap and last a long time, since you're only taking small pieces out at a time. As I change my flies and the tippet gets shorter and shorter, I simply just tie on a new piece of tippet and I'm good to go! Works for me!
Hope this helps!