I use the clinch,(not improved). 5 turns on 5X and larger, 7 turns on 6X and smaller. Make sure you lubricate the knot with saliva, and tighten it completely, first holding the tag end while tightening, and then hold the fly and pull to be sure the knot is tight. I never have knots tied in this manner come loose, and when i have a break off, 90% of the time it breaks where the tippet is tied to the leader.
I have had "improved" clinch knots slip. I believe that the tag end of the tippet passed back through the knot sometimes prevents the knot from tightening completely.