And just as a note to some good answers here regarding tying wet or dry...
If you find you are getting your fly destroyed too often if you happen into a bunch of fish, you might try this..
The next time you tie up a few, begin by leaving a few inches of thread hanging off the bend of your hook. Finish your fly as usual but before you tie off, COUNTER-WRAP that tag end of thread all the way up to the hook eye and then tie off.
It'll save you on flies...
Jeremy.