The zebra midge is one of those patterns that really doesn't need an introduction. It's simple, effective and works over a range of fishing situations. Although easy to tie, there are some tricks that really help to produce a smooth tapered body which results in a better looking fly.
Zebra midges are most commonly tied on hooks size 16 and smaller. Here I'm going to use a Dai-Riki #125 emerger hook in size 20. I'm using a 1/16th inch silver cyclops bead because it complements this hook well. It can be a microscopic wrestling match to get the bead on the hook, small hole first, but do your best.
For tying thread, I'm using UTC 70 Denier in black. I have it mounted on a small bobbin with a ceramic tube that I really like for tying smaller flies. Start your thread just behind the bead, taking a few wraps before snipping off the tag. For the rib of the fly, I'm using silver Ultra Wire in size small. Break or snip off about 5 or 6 inches.
Insert one end of the wire just behind the bead head and start taking wraps rearward. But only go about a third of the fly's body length before reversing direction and wrapping back toward the bead. Now wrap back and go another 1/3 before changing direction and, once again, taking wraps back toward the bead. I know it seems like a lot of wrapping but using this procedure really helps to produce a nicely tapered body.
Once you've made wraps deep into the bend of the hook, wrap your tying thread all the way back to the bead. Once there, spin your bobbin counter clockwise. What this does is relax the twist in the thread and flatten it out. I think you can actually see it getting wider and flatter in this shot. Now, begin wrapping the thread rearward. As you can see, the flattened thread helps to smooth out lumps and bumps. During the process, you're going to need to spin the bobbin counter clockwise a number of times in order to keep the thread flat. As you can imagine, this process of tapering the body and then applying flattened thread wraps will work on other patterns as well.
When you get back to the bead, rotate your bobbin clockwise to retwist the thread, giving it a round, thin diameter. Get hold of your ultra wire and begin making open spiral wraps up the shank, trying to keep those wraps as evenly spaced as possible. I doubt trout care, but evenly spaced wraps do make for a better looking fly. When you get to the bead, take nice tight wraps, both in front and behind the wire to secure it. Run your bobbin nozzle all the way up to the fly to brace it and helicopter the wire to break it off clean.
Take a few wraps behind the bead to build up a little collar and then whip finish and snip or cut your tying thread free. I personally don't use head cement on these but it certainly couldn't hurt. The pattern is easily modified with different colored beads, threads and wires but, year in and year out, the original in black and silver seems to be the most popular.