I've yet to catch a walleye on fly gear, but have caught plenty on spinning gear. Here's some suggestions from those experiences:
1. Fish close to the bottom in rivers.
2. Match the size/shape of your local baitfish as closely as possible.
3. Browns and yellows are often good colors, but don't ignore chartreuse, orange, or silver/white.
4. Unlike largemouth bass that will take a deep-bodied lure, walleyes tend to prefer a longer, cylindrical-shaped bait. Think "cigar".
David Merical
St. Louis, MO