The Double Surgeon's Knot is a perfect knot to attach your tippet to you leader.
This is an easy fly fishing knot to tie and is best used to join two different diameter lines together. On tapered leaders that you purchase pre-made, the leader is tapered from the butt (the thick side attached to your fly line) down to the other end. Some pre-made leaders are all ready for you to tie on your fly as they have the right diameter sized line at the end. Since the tip of your leader and your tippet diameter are usually going to be different in size, the Double Surgeons's Knot is the best choice. You can use the Nail Knot when the diameters are very close in size, as it will have a higher breaking strength under those conditions.
A great tip is to clip back a small section of the pre-made leader tip and then tie in your own tippet based on the size fly you will be presenting. This way as you attach new flies to your tippet when changing them on the stream, you can simply tie on a new tippet to the leader when it gets to short. That way you won't be reducing the effective length or design of the pre-made leader every time you tie on a new fly. They last longer that way and you get more casts.