Have woven several furled leaders in many different colors; olive, blue, yellow. red/black, white. .....
My observations;
Like tying flies, in the short run, it is not cost effective to weave leaders.
Furled leaders easily cast, allowing flies to softly alight.
Any color is OK, except reds. If your old, like me, use a color easily seen.
Soak the leader in flotant prior to first use.
Use furled leader that terminate in a solid, continuous tippet ring.
Use a perfect knot in fly line to connect furled leader. Most furled leaders use Schrob (sp) knot at the thick end.
Add appropriate size an length tippet material as needed. For longer leaders or smaller flies, step down the tippet size. "Swat's" recommendations are spot on.
When tangled, take your time undoing the "bird's nest. In the vain hope leader will dis-entangle, DO NOT PULL THE LEADER TAUGHT, .