If you have braces, or know someone who has them, orthodontic rubber bands are excellent for smaller flies. The "chucks" which are thin, are perfect for tiny midges in which you want to create body segments. The "dwights" are a bit thicker and are perfect on small nymphs.
A standard rubber band can be used to create an excellent body on a Stonefly nymph, worm, or well, just about any nymph of your choice. Permanent markers will allow you to color the rubber bands to match the intended insect.
Below is step-by-step instructions for the easily tied, yet effective Rubber Band Worm.
Hook: Curved shank Hook (TMC200R)
Thread: 6/0, color to match body.
Body: Rubber band colored with permanent marker.
Step 1: Start your thread and wind back to the point on the shank where the thread is aligned with the barb.
Step 2: Cut your rubber band. It doesn't matter where. You want one strand with two ends.
Step 3: Cut the end of the rubber band at a 45° angle. A 45° angle will taper the butt of the fly nicely. If you cut at a steeper angle, say a 70° angle, the body will be more uniform and not as noticeably tapered.
Step 4: Before wrapping, you can apply a small amount of super glue or cement to the shank in order to hold the rubber band in place. It's optional though. Tie the rubber band in at the point made from cutting it at an angle. Wrap the rubber band around the shank of the hook, overlapping each segment in order to create a segmented body. Wrap to about an eye lengths behind the eye and tie off. You can color the rubber band before you wrap it (you'll be able to color every inch of the rubber band), or you can color in the end.
Step 5: Whip finish and cement or super glue the head. You've tied a Rubber Band Worm! Now, stock up your box and test it out on the river!