Dave,
I think it's a matter of personal choice. The epoxy guys such as surf candy
work well and don't tangle if tied properly. I don't use them much anymore because
I find epoxy to be a pain in the ass to use. The only ones I like have a beadhead tied
in just behind the hook eye for a little extra jiggin and sinking action. My
favorite fly right now is big deceiver with a lead wire keel tied in which makes
them sink like a rock and keeps them upright. They are surprisingly easy to cast
with the lead wire in there. You can imitate a sand eel with a deceiver pattern
that is tied sparsely without the mess of epoxy. Again, it's a matter of personal
choice that you'll sort out with experience.
Tom Tero