As far as strength of furled leaders is concerned, I think one that the tighter and more even the leader is furled, the stonger it will be overall.

Most of my leaders are furled out of polyester thread. I find it easier to evenly furl than mono or flouro which I think adds to the strength.

I am a member of a furled leader forum that has tons of info on furling leaders(it doesnt make me a better furler, just means I have more time to read ) I will post the address of the forum because the info is from the moderator.
http://www.furledleaders.proboards26.com/

The table is of different thread leaders, Gutermann is a polyester thread
[img][url=http://img176.imageshack.us/my.php?image=leaderstrengthsg8.jpg:9b15d][/url:9b15d]

3 of each type of leader was tested and the average was taken.[/img]