My absolute favorite and pretty much the only way I fish is Nymphing with size 18 or smaller on 6x or 7x. Here in Western Colorado it is the most successful and I love the challenge of tiny subsurface flies.
I recommend Aquatic Entomology The Fishermen's and Ecologists' Illustrated Guide to Insects and Their Relatives, by W. Patrick McCafferty. It is also a bit pricey but the drawings and color plates are superb.