I love dries that sit in the surface film. Catskill-style flies have their place, too, but I tend to avoid them except for very choppy water.
Here is a great video for making the Sparkle Dun. I love the technique for securing the deer hair in place. That approach also works for the Elk Hair Caddis, by the way.
This is a versatile fly that you can do in a few sizes and colors. That should cover you for most mayfly hatches. It is like the X-Caddis in that it portrays a vulnerable bug trying to leave its shuck and fly away.
Noted angler and author Ed Engle has experimented with many shuck colors, as he thinks that is a key strike trigger. He thinks amber is the best, as he notes in Tying Small Flies.
I tend to use brown and have been happy with it, as most shucks are dark. Paired with a dark olive or olive-brown body in sizes 16 to 20, I throw it at times when I think BWOs are around.
If you find a great color combination, please add a comment below.