The Sparkle Dun has proved itself over the years as a great mayfly imitation that lends itself well to variations for different species of mayfly. While it's a bit tricky to learn to tie, it's well worth the trouble. This is a pattern that's fished all across the United States, and no trout fishermen should be without a few of these in their arsenal!
Sparkle Dun Materials (match color to mayfly species)