I pretty much use the clinch or improved clinch depending on hook wire size. Larger wire eyes don't let the tag end get held as well so I generally improve it. For smaller hook sizes I generally do not.
Midges are where I experiment. Davy knot and knot from Midge Magic are smaller than clinch and look better to me. In Reno many of the good fishermen prefer larger tippets, like 4X, on midges and use a loop knot so they move better on a larger tippet. I've gone back and forth on that one, but the guys who use it swear by it. If you are fishing where a 24" brown is a possibility going to a larger tippet is a good idea in my experience. I know everybody claims to catch 20" plus fish on 7X tippet with no problems, but I feel better with a stronger tippet.
Some days I like a loop knot for a streamer, but not often.