This is my kind of Question.
I use all types of leaders depending on species and conditions. Each type has it's place and each has a downside.
In weedy places especially Bass ponds I like knotless leaders. Your casting straight most of the times so presentation isn't much of a problem but you don't have all those knots picking up debris.The down side is that a knotless leader is 1 extruded piece of the same material you have no variables ie stiff butt soft tip except when you add tippet.
For stream and river fishing I like knotted leaders that I tie myself. I like stiffer material for the butts(Mason or Maxima) and softer in the mid and tip sections ( Orvis Super Strong) for better mending and softer presetation of the fly, ala George Harvey and Joe Humphries. Since the mid section of these leaders are mostly 10 inch lengths it makes adjusting leaders to daily condition changes easy. Also instead of using strike indicators I paint each knot of my leader with first white then fl. orange nail polish. Helps me locate even small dry flies. When you can't see the fly you can at least connect the dots. No messing up your casting and no one can accuse you of using a bobber. George Harvey leaders are not the best for me on windy days.
For 1-3 wt lines I prefer braided leaders I just love the way they turnover and present a fly. Especially in low clear water conditions. I know they spray water on false cast but your not supposed to false cast over fish.
I have a few Furled leaders both mono and thread. But I can't comment on them to much yet, still experimenting. Only thing I will say is the one I have designed for heavy lines is bulky and very stiff. Wondering I have an old, level, silk line on hand. Can I make a furled butt, using silk, long enough to actually give the line some sort of taper?
Someone mentioned braided loops. I use them but opposite from stated. I use the braided loops on my lighter lines and use a permanant 12-15 inch butt of mono nail knotted to the line with a perfection loop to the leader on the heavier lines. In almost 20 years of using them I've only had 2 braided loops fail. One where the drop of crazy glue that was used made the line brittle at that spot and break and one where the loop itself failed, both times on snags. I remember the line had a Kevlar core but can't remember the brand it was many years ago. The Kevlar core made the normal nail knot unuseable you had to use the braided butt with this line or a very bulky knot the line Co. devised.
Sorry this got so long winded but hope it helps someone,
Tom