I almost never tie my dries with dubbing. All of them, with the exception of sizes under #22, are tied with either dyed turkey biots or dyed hackle quills for bodies. To my eyes, this produces a more life-like segmented body and I feel it also helps the fly float longer, although I'm sure that this difference is miniscule. Even my Adams' are tied with a dyed dark dun turkey biot body.
And after all, mayflies are not fuzzy!
-Darryl
My one wish is that when I die my wife doesn't sell my fishing stuff for what I told her I paid for it...