I've seen students with every type of leader imaginable. I've even had some show up without a leader. And it's easy to anticipate the outcome: Trouble.
Fly lines are designed with the expectation of having a leader. Think of your leader as the fly line's disposable tip. You can cut it, you can twist it, you can even tie it in knots. And none of that poses a serious problem, because leaders are easily replaced at minimal cost.
It sure beats having to cut four or five inches off your expensive fly line each time you tie on a new fly.
And the manufacturers include that in their thinking. Not only is the line designed to throw a fly, it is also designed to throw the leader.
What happens if you cast without an adequate leader? It's akin to stopping your car by driving it into a brick wall. Instead of dissipating energy in a smooth, controlled manner, the line "kicks" at the end of the cast. At best, the kick makes a smooth cast impossible, and you'll probably see the line's tip fold under itself at the end of the cast. At worst, the kick can be so harsh that it actually shreds the tip of your line.
Perhaps you're reluctant to buy a new leader each time you practice. Then I suggest you build your own. All you need is three spools of monofilament and the ability to tie a blood knot (you can find instructions for tying a blood knot on the internet).
To make a practice leader for rods 8-weight and heavier, buy spools of 40-pound mono, 25-pound mono and 15-pound mono.
- Pull off a length of 40-pound mono about 5.5 feet long, and blood-knot it to a piece of 25-pound mono about 1.5 feet long.
- Now, blood-knot 1.5 feet of 15-pound mono to the 25-pound mono.
For 4- and 5-weight rods, use 20-pound, 15-pound and 10-pound mono.
If you're worried about wasting money on those three spools of mono just to practice your casting, relax. You can also fish with those leaders. The first formula I gave, for an 8-weight rod, is my standard redfish leader.
So don't hesitate to tie one one. It's going to pay off.