I have been tying and fishing my own flies for a number of decades. I very rarely put any type of head cement or varnish of any type on the heads of the flies I tie - unless ones I sell.
I have never had the thread come undone.
Who uses head cement/Hansen’s/ or other types of varnish or ties “sans” such material?
An exception would be in varnishing salmon flies or similar…
I have used Sally Hansens since i had to replace my very first bottle of varnish from the flyshop.
You have had non-varnished flies come undone?
I have had them come undone, but have quit doing hand whips and that seems to help. That darn Ultra70 denier thread seems to come undone the worst.
On straight-eye tiny flies about size 22 to 30 I use glue, varnish on midges, tricos, and small olives. Part my fault and part the tiny eye. If I put too many finishing wraps at the eye I found the thread sometimes slips over it. So, I put a dab of superglue on the thread and then finish it.
I’m old school and I have used head cement since I started tying. I like my stuff thin, I use Griff’s, no longer available. SH and I have some Dr logic stuff. I also use wax on every fly I tye.
Yes. But mainly larger bulkier flies like stims and such. Flies that material can often and conpress when wet. My question would be…why not?
I use super glue a whole lot more, as my vids attest. A lot of my bugs have a coating of glue in unusual places. I routinely wrap hackle into wet glue, for example.
I do if using certain materials… Pheasant tails for one and Closer minnows with squirrel tail wing. I put a thin layer of Sally’s down on my thread wraps before wrapping the pheasant up. And my small #10 Clousers that use squirrel tail as the wing, I will use Sally’s on the “nose” to secure that slippery squirrel tail.
Hard As Hull on most patterns…on bead heads, a drop on top of the bead and swipe the thread through it while whip finishing. On larger patterns, like buggers and streamers, super glue in a lot of places - like Walter…
PT/TB
Super glue under delicate materials like peacock herl, pheasant tail fibers, tinsel, etc., before I wrap them.
UV resin over bodies made with biots, hackle stems, stripped peacock, thread, etc., to bring out the colors and for protection and also on wing cases.
Sometimes I’ll put a drop of super glue on the-tie in point for uncooperating deer, elk, and squirrel hair wings.
Super glue painted on the thread before whip finishing.
Obviously, I don’t use head cement much any more. The UV resin has taken over a lot of applications where I used to use it.
Joe
For my dries just a 3-4 turn hand whip finish. Nymphs and streamers I use a thin head cement. I’ve been using Harrops water base for several years now also, seems to work just fine.
Gene
I use head cement when I remember to do so. Can’t say whether I have more come apart without or not. I usually hang it in a tree before it has a chance to fall apart.
I use it every time I tie a bead headed fly. That way the thread is more durable.
On size 20 and smaller flies I don’t use had cement and have not had them come undone.
Rick
I use cements on most of my nymphs, streamers and some large dry flies. I don’t use cement on most of my dry flies or on very small nymphs. I use Sally Hansen’s most of the time. I haven’t had significant problems with thread unraveling, but I do whip finish my flies and sometimes add half hitches along the way.
I use head cement most of the time. Griff’s thin for dries and small stuff, Sally’s for glossy heads. I can’t say I’ve had a whip finished head, without cement, come apart though.
Article sorta explaining my position:
I don’t use head cement while on the stream tying…mainly since I don’t want to carry it in my kit. But don’t see not using it simply because it ain’t hard to do and certainly can’t hurt. I rarely cement midges however…too danged small to mess with. Drop below an #18 and I don’t bother. 
He mentioned Streamside tying as the moment he quit using varnish. Had not used it since.
I seem to recall, years ago, reading some famous tier explain that waxed thread negated the need for head cement/varnish.
Anyway, as I said, I’ve never had a fly unravel.
I am NOT saying head cement does not have a place in tying certain, usually larger patterns, but not the head. It might be called for in larger patterns to help secure certain “slippery” materials, etc.
I use super glue on barbell eyes for bass & salt water size flies , and on the bare hook shank before starting the thread on small marabou jigs which take a beating from scores of trout. All the other smaller trout flies are tied without glue. If they are chewed up after a dozen or more fish it isn’t much of an investment of time to tie on a fresh one.