I've used a loop-2-loop connection both at the fly line / leader end (with a short piece of mono and a perfection loop) as well as at the leader/tippet end and haven't had any issues. I've also done the surgeon's knot.

One other option I didn't see anyone mention - I purchased a couple furled leaders one time that came with a tiny tippet ring at the tippet end of the leader. You can order them from various locations. I've tried them and I like them also. Tie them into the tippet end of your leader and you have a small ring that you can thread your tippet through and then tie using whatever knot you like. Saves having to cut back on the leader to change tippets. I've even seen them used as a connection point for a dropper line.

Lots of options ...