Here are the options:
1. Make a slip loop (Pitzen, Duncan, etc.) and slide the loop over the bend of the hook of the lead fly and tighten. This is the preferred method for popper-droppers because it won't affect the action of the popper. If you do not already tie a pitzen (also called a fisherman's knot) look at wttp://www.flyanglersonline.com/features/bobboese/122208.php because this knot will make your life a whole lot simpler. (BTW, you should also be familiar with the Palomar for general purposes.)
2. Tie the tippet for the trailing fly through the eye for the lead fly. You should use a pitzen or clinch for this and the result will be the lead fly standing out 90 degrees from the tippet. This is good for wet-dropper or dropper-dropper connections because the drift will not be adversly affected. You do not want to use a palomar here because a palomar required that you go through the eye of the hook twice and you won't have enough room.
3. Make a slip loop and slide the loop entirely over the lead fly and up to the line of the leader or tippet to which the lead fly is tied. Tighten the loop onto the line itself. This is not as strong a connection as the other two but a lot of people use it.