Salmo,
Depends, of course, on your definition of ‘best’.
First, decide what you want the ‘head cement’ you use to actually do.
Do you just want something to hold the thread in place? Does how it ‘look’ matter? Whether or not it penetrates? Do you have an aversion to useing solvent based chemicals?
CA glues like Zap, Bondini, the super glues, are very strong and hold thread well. Not really ‘pretty’ and if they stray from where you put them, can casue problems with the rest of the fly. Expensive stuff in the long run, too. Best thing about these, you can use it in place of a whip finish or half hitch where it’s difficult to tie a knot…
The nail polishes, Sally Hansen’s type stuff, work well for looks, and are strong, but don’t penetrate very well unless you thin them. Again, costly because it comes in such small containers, but not too bad. A good choice if you want to add ‘shine’ to materials or build up shiny multi coat heads.
You can buy the stuff made for fly fishing and sold as ‘head cement’ from catalog houses or your local fly shop-many different ones, with many different properties. Thick, thin, solvent or water based…etc…Again, pricey but they work.
Lacquer. You can get a quart of ‘gloss brushing lacquer’ at any paint store, WalMart, hardware stores, etc… More trouble to get it ready to use, as you’ll need a container to ‘use’ it from. Nice thing about this, with some lacquer thinner and a couple of small bottles, you can have thin head cement AND thick head cement from the same material just by adjusting how much thinner you do or don’t put in it. Makes very shiny, durable heads with multi coats, holds thread well with just one application. Due to it’s properties, it leaves little solids behind, so it adds less weight to the fly when that’s an advantage. Most cost effective over the long run, a quart of lacquer will last even a prolific fly tyer five to ten years…
If solvent based chemicals are a problem for you, you can use clear acrylic ‘lacquer’. Found in the craft sections at big box stores or at the local art/craft/sewing shops, it’s inexpensive and works fine. Only drawback is that it dries a bit slower than the regular lacquer.
I use several different chemical ‘head cements’ based on the application. If I had to use just one, it would be the lacquer.
Buddy