A Clinch Knot has served me well forever. In addition, my angst after losing a fish I was going to release anyway because of a failed knot lasts about 15 seconds...
However, there is another reason I am a fan of a Clinch Knot, I have been using one of these on a zinger forever to hold my fly:
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This set-up makes it INCREDIBLY easy to spin the fly a few times to get the needed wraps around the running line. It is SO easy, I can't imagine going through the hassle of tying or trying any other knot no matter the supposed benefits or the trendy names.