Small hole first helps the bead get around the hook bend. big hole first and it will crowd the hook eye. I do a thread wrap to make kind of a ramp that covers about 1/2 the bead then wrap all the way to the back of the hook with a thread base. I feel thread base secures everything just that much better. In Brian Chan's dvd He does it that way.

I have fished beadless flies and then beadheads of the same type alternating back and forth sometimes the beadheads are working when regulars are not and vice versa . So when I lose a bead head I replace it with a regular , then if I lose the regular I put on a bead head. Sometimes it makes no difference sometimes it does. I think the beadheads work better on average but I sure could be wrong about that. It may be wishful thinking on my part.

If you tying chronomids for still water, white beadheads definately work better than gold does.