I do the same thing as Pete with the split ring on the lure - it's alot easier to use pliers to switch up lures when there are fish breaking than try to concentrate and tie a decent knot.
The wind-ons seem to be the easiest and strongest connection, but for knots I switched to the PR-Knot last season. There's a really good video on youtube on how to tie it. I'm not about to spend $100 bucks on one of those weighted bobbins, so I just use a 3 oz bank sinker with the braid wrapped around its neck and a rubber band to hold. System works fine. I wouldn't tie it on the boat, but I can at least start the day with it.
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